-0.3%
MDT vs IONS
-14.9%
+14.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -3.2% | -29.4% | +26.2% | -0.5% |
| 30D | +10.5% | -35.1% | +45.7% | +14.4% |
| 3M | +13.0% | -48.9% | +61.9% | +19.4% |
| 6M | +38.7% | -62.4% | +101.1% | +50.3% |
| YTD | +8.5% | -64.2% | +72.7% | +18.0% |
| 1Y | +10.0% | -60.9% | +70.9% | +18.7% |
| 3Y | +58.6% | -38.9% | +97.5% | +60.0% |
| 5Y | -0.3% | -15.6% | +15.3% | -5.0% |
| All | -0.3% | -14.9% | +14.6% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling