+354.7%
MNST vs IONS
-32.1%
+386.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.4% | -4.5% | +1.2% |
| 7D | +1.6% | -26.3% | +27.9% | +5.0% |
| 30D | +5.1% | -31.9% | +37.0% | +9.6% |
| 3M | -0.5% | -48.0% | +47.5% | +7.1% |
| 6M | +8.1% | -62.6% | +70.7% | +20.4% |
| YTD | +21.2% | -63.3% | +84.5% | +35.1% |
| 1Y | +30.7% | -58.4% | +89.1% | +43.2% |
| 3Y | +67.3% | -38.2% | +105.5% | +68.8% |
| 5Y | +101.9% | -11.1% | +113.0% | +86.7% |
| All | +354.7% | -32.1% | +386.8% | +334.5% |
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