+2,699.3%
MMM vs IONS
+266.7%
+2,432.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | +6.2% | -9.4% | +15.6% | +6.9% |
| 30D | +14.2% | -10.7% | +24.9% | +15.0% |
| 3M | +2.9% | -27.7% | +30.6% | +5.1% |
| 6M | +27.6% | -48.7% | +76.3% | +33.0% |
| YTD | +17.3% | -50.2% | +67.4% | +22.4% |
| 1Y | +15.1% | -46.8% | +61.9% | +19.5% |
| 3Y | +157.1% | -14.8% | +172.0% | +154.8% |
| 5Y | +45.1% | +17.0% | +28.1% | +39.1% |
| 10Y | +83.9% | +45.3% | +38.6% | +69.0% |
| All | +2,699.3% | +266.7% | +2,432.6% | +1,969.7% |
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