+3,327.9%
MLM vs IONS
+463.5%
+2,864.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.4% |
| 7D | +9.1% | -10.6% | +19.7% | +10.4% |
| 30D | +14.6% | -7.7% | +22.3% | +15.5% |
| 3M | +0.3% | -27.1% | +27.4% | +3.4% |
| 6M | -7.5% | -46.8% | +39.3% | -1.9% |
| YTD | -10.2% | -49.2% | +39.0% | -4.5% |
| 1Y | -10.5% | -44.9% | +34.4% | -5.6% |
| 3Y | +27.8% | -14.9% | +42.7% | +26.4% |
| 5Y | +38.9% | +15.9% | +23.0% | +31.2% |
| 10Y | +211.4% | +48.0% | +163.4% | +177.8% |
| All | +3,327.9% | +463.5% | +2,864.4% | +2,244.0% |
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 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