+153.5%
MLM vs IONS
-5.7%
+159.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -21.4% | +23.8% | +5.7% |
| 7D | -3.8% | -24.8% | +21.0% | -0.1% |
| 30D | +11.0% | -31.5% | +42.5% | +17.0% |
| 3M | -3.1% | -45.2% | +42.1% | +5.6% |
| 6M | -9.8% | -59.1% | +49.3% | +2.0% |
| YTD | -14.4% | -60.8% | +46.5% | -2.6% |
| 1Y | -12.6% | -57.9% | +45.3% | -1.8% |
| 3Y | +19.7% | -34.5% | +54.2% | +21.0% |
| 5Y | +29.8% | -8.8% | +38.6% | +20.1% |
| 10Y | +153.5% | -19.2% | +172.7% | +132.2% |
| All | +153.5% | -5.7% | +159.2% | +132.2% |
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