+1,064.5%
MOD vs IONS
-32.1%
+1,096.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +6.4% | +21.5% | +26.7% |
| 7D | +40.4% | -26.3% | +66.7% | +47.2% |
| 30D | -14.0% | -31.9% | +17.9% | -8.4% |
| 3M | -33.3% | -48.0% | +14.6% | -25.5% |
| 6M | -51.4% | -62.6% | +11.1% | -43.0% |
| YTD | +1.6% | -63.3% | +64.9% | +19.7% |
| 1Y | +5.4% | -58.4% | +63.8% | +21.0% |
| 3Y | +191.0% | -38.2% | +229.2% | +198.2% |
| 5Y | +1,093.1% | -11.1% | +1,104.2% | +1,007.6% |
| All | +1,064.5% | -32.1% | +1,096.6% | +1,000.0% |
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 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