+2,112.2%
MKC vs IONS
+170.3%
+1,941.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | +0.9% |
| 7D | -3.0% | -26.3% | +23.3% | -1.7% |
| 30D | +4.8% | -31.9% | +36.8% | +6.5% |
| 3M | -12.8% | -48.0% | +35.1% | -10.4% |
| 6M | +5.0% | -62.6% | +67.6% | +9.4% |
| YTD | -29.1% | -63.3% | +34.2% | -26.1% |
| 1Y | -26.4% | -58.4% | +32.0% | -23.8% |
| 3Y | -21.6% | -38.2% | +16.6% | -21.0% |
| 5Y | -35.2% | -11.1% | -24.1% | -36.4% |
| 10Y | +25.6% | -31.7% | +57.4% | +22.4% |
| All | +2,112.2% | +170.3% | +1,941.9% | +1,589.8% |
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