+83.0%
MMM vs IONS
-5.7%
+88.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -21.4% | +23.2% | +4.0% |
| 7D | +5.8% | -24.8% | +30.6% | +8.5% |
| 30D | +17.9% | -31.5% | +49.5% | +22.1% |
| 3M | +3.6% | -45.2% | +48.8% | +9.6% |
| 6M | +32.9% | -59.1% | +92.0% | +44.1% |
| YTD | +19.5% | -60.8% | +80.3% | +30.0% |
| 1Y | +16.5% | -57.9% | +74.4% | +25.7% |
| 3Y | +167.2% | -34.5% | +201.6% | +167.4% |
| 5Y | +48.2% | -8.8% | +57.0% | +40.0% |
| 10Y | +83.0% | -19.2% | +102.2% | +76.9% |
| All | +83.0% | -5.7% | +88.7% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling