+44.5%
MMM vs IONS
-18.9%
+63.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.1% |
| 7D | -0.8% | -29.6% | +28.8% | +1.4% |
| 30D | +14.4% | -35.6% | +50.0% | +17.7% |
| 3M | +1.8% | -51.7% | +53.5% | +6.9% |
| 6M | +31.3% | -64.0% | +95.3% | +40.5% |
| YTD | +18.0% | -65.5% | +83.4% | +26.6% |
| 1Y | +10.9% | -62.4% | +73.3% | +18.1% |
| 3Y | +160.6% | -41.1% | +201.7% | +158.5% |
| 5Y | +44.5% | -16.5% | +60.9% | +41.9% |
| All | +44.5% | -18.9% | +63.4% | +41.9% |
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 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