+3,070.5%
MLM vs IONS
+715.3%
+2,355.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -2.9% | -4.8% | +1.9% | -2.4% |
| 30D | -6.8% | +7.2% | -14.0% | -7.5% |
| 3M | -11.2% | -22.7% | +11.4% | -9.3% |
| 6M | -21.8% | -26.9% | +5.0% | -19.7% |
| YTD | -17.0% | -26.6% | +9.6% | -14.8% |
| 1Y | -16.4% | -2.1% | -14.2% | -16.8% |
| 3Y | +14.5% | +43.4% | -29.0% | +7.3% |
| 5Y | +41.7% | +47.0% | -5.2% | +30.6% |
| 10Y | +200.0% | +97.2% | +102.9% | +159.5% |
| All | +3,070.5% | +715.3% | +2,355.2% | +1,990.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling