+43.5%
MLM vs IONS
+47.7%
-4.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -2.9% | -4.8% | +1.9% | -2.3% |
| 30D | -6.8% | +7.2% | -14.0% | -7.7% |
| 3M | -11.2% | -22.7% | +11.4% | -9.0% |
| 6M | -21.8% | -26.9% | +5.0% | -19.4% |
| YTD | -17.0% | -26.6% | +9.6% | -14.5% |
| 1Y | -16.4% | -2.1% | -14.2% | -17.1% |
| 3Y | +14.5% | +43.4% | -29.0% | +4.2% |
| All | +43.5% | +47.7% | -4.2% | +24.1% |
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