+53.8%
MMM vs IONS
+88.4%
-34.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | -1.6% | -5.3% | +3.7% | -1.1% |
| 30D | -8.0% | +0.3% | -8.3% | -8.1% |
| 3M | +9.4% | -22.9% | +32.2% | +11.6% |
| 6M | +10.2% | -23.4% | +33.6% | +12.5% |
| YTD | +6.1% | -28.3% | +34.4% | +9.0% |
| 1Y | +10.8% | -7.0% | +17.8% | +10.5% |
| 3Y | +104.8% | +37.6% | +67.2% | +90.6% |
| 5Y | +27.0% | +53.4% | -26.4% | +14.8% |
| 10Y | +53.8% | +83.9% | -30.2% | +34.8% |
| All | +53.8% | +88.4% | -34.6% | +34.8% |
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