+32.0%
MLM vs IONS
+13.2%
+18.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.4% | -1.8% | -4.7% |
| 7D | -1.2% | -12.6% | +11.4% | +0.5% |
| 30D | +7.9% | -11.8% | +19.8% | +9.6% |
| 3M | -4.5% | -28.4% | +23.9% | -0.5% |
| 6M | -12.6% | -48.4% | +35.8% | -5.7% |
| YTD | -14.9% | -51.0% | +36.1% | -7.6% |
| 1Y | -13.1% | -48.0% | +35.0% | -6.5% |
| 3Y | +21.2% | -17.8% | +39.0% | +18.7% |
| 5Y | +32.0% | +15.2% | +16.8% | +23.7% |
| All | +32.0% | +13.2% | +18.9% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling