+186.5%
MLM vs IONS
+15.4%
+171.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.4% | -1.8% | -4.6% |
| 7D | -1.2% | -12.6% | +11.4% | +1.0% |
| 30D | +7.9% | -11.8% | +19.8% | +10.1% |
| 3M | -4.5% | -28.4% | +23.9% | +0.7% |
| 6M | -12.6% | -48.4% | +35.8% | -3.6% |
| YTD | -14.9% | -51.0% | +36.1% | -5.4% |
| 1Y | -13.1% | -48.0% | +35.0% | -4.5% |
| 3Y | +21.2% | -17.8% | +39.0% | +18.8% |
| 5Y | +32.0% | +15.2% | +16.8% | +17.6% |
| All | +186.5% | +15.4% | +171.0% | +118.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling