+810.7%
MOD vs IONS
-36.2%
+846.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.1% |
| 7D | +16.1% | -29.6% | +45.7% | +22.5% |
| 30D | -38.5% | -35.6% | -3.0% | -34.0% |
| 3M | -46.8% | -51.7% | +4.9% | -39.9% |
| 6M | -61.6% | -64.0% | +2.4% | -54.7% |
| YTD | -20.5% | -65.5% | +44.9% | -5.5% |
| 1Y | -28.0% | -62.4% | +34.4% | -15.8% |
| 3Y | +134.9% | -41.1% | +176.0% | +142.4% |
| 5Y | +833.2% | -16.5% | +849.6% | +774.5% |
| All | +810.7% | -36.2% | +846.9% | +768.6% |
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