+21.5%
MLM vs IONS
-17.7%
+39.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.4% | -1.8% | -4.8% |
| 7D | -1.2% | -12.6% | +11.4% | +0.1% |
| 30D | +7.9% | -11.8% | +19.8% | +9.2% |
| 3M | -4.5% | -28.4% | +23.9% | -1.4% |
| 6M | -12.6% | -48.4% | +35.8% | -7.5% |
| YTD | -14.9% | -51.0% | +36.1% | -9.5% |
| 1Y | -13.1% | -48.0% | +35.0% | -8.1% |
| All | +21.5% | -17.7% | +39.3% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling