+4,686.2%
MDT vs IONS
+440.4%
+4,245.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +3.2% | -4.8% | +8.1% | +3.7% |
| 30D | +9.5% | +7.2% | +2.3% | +8.7% |
| 3M | +16.0% | -22.7% | +38.7% | +18.2% |
| 6M | +0.2% | -26.9% | +27.1% | +2.6% |
| YTD | -0.3% | -26.6% | +26.3% | +2.0% |
| 1Y | +4.7% | -2.1% | +6.8% | +4.2% |
| 3Y | +26.5% | +43.4% | -16.9% | +19.1% |
| 5Y | -18.2% | +47.0% | -65.2% | -24.2% |
| 10Y | +40.0% | +97.2% | -57.2% | +22.1% |
| All | +4,686.2% | +440.4% | +4,245.8% | +2,619.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling