+2,448.5%
MMM vs IONS
+440.4%
+2,008.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.3% | -4.8% | +1.5% | -3.0% |
| 30D | -7.0% | +7.2% | -14.2% | -7.5% |
| 3M | +10.8% | -22.7% | +33.5% | +12.4% |
| 6M | +5.8% | -26.9% | +32.7% | +7.7% |
| YTD | +6.8% | -26.6% | +33.3% | +8.6% |
| 1Y | +10.4% | -2.1% | +12.5% | +9.9% |
| 3Y | +104.7% | +43.4% | +61.3% | +95.6% |
| 5Y | +23.6% | +47.0% | -23.4% | +16.6% |
| 10Y | +54.1% | +97.2% | -43.1% | +38.6% |
| All | +2,448.5% | +440.4% | +2,008.1% | +1,736.0% |
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