+43.1%
MOD vs IONS
-2.1%
+45.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +9.6% | -4.8% | +14.4% | +10.0% |
| 30D | 0.0% | +7.2% | -7.2% | -0.9% |
| 3M | -35.4% | -22.7% | -12.7% | -36.2% |
| 6M | -7.3% | -26.9% | +19.6% | -6.8% |
| YTD | +45.8% | -26.6% | +72.4% | +47.6% |
| 1Y | +43.1% | -2.1% | +45.3% | +50.2% |
| All | +43.1% | -2.1% | +45.2% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling