+181.2%
MLM vs IONS
+17.3%
+163.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -4.1% | -9.4% | +5.3% | -2.6% |
| 30D | +8.2% | -10.7% | +18.9% | +10.1% |
| 3M | -3.6% | -27.7% | +24.1% | +1.4% |
| 6M | -15.6% | -48.7% | +33.1% | -6.8% |
| YTD | -16.4% | -50.2% | +33.7% | -7.4% |
| 1Y | -14.3% | -46.8% | +32.5% | -6.3% |
| 3Y | +19.3% | -14.8% | +34.2% | +16.2% |
| 5Y | +29.6% | +17.0% | +12.6% | +15.2% |
| All | +181.2% | +17.3% | +163.9% | +114.0% |
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 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