+966.8%
MOD vs IONS
-5.7%
+972.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -21.4% | +31.2% | +13.8% |
| 7D | -13.9% | -24.8% | +10.9% | -10.0% |
| 30D | -41.5% | -31.5% | -10.0% | -37.7% |
| 3M | -45.7% | -45.2% | -0.5% | -39.9% |
| 6M | -61.1% | -59.1% | -2.1% | -55.1% |
| YTD | -20.5% | -60.8% | +40.3% | -7.3% |
| 1Y | -32.1% | -57.9% | +25.7% | -22.1% |
| 3Y | +146.5% | -34.5% | +180.9% | +149.6% |
| 5Y | +812.7% | -8.8% | +821.5% | +741.2% |
| 10Y | +966.8% | -19.2% | +986.1% | +841.2% |
| All | +966.8% | -5.7% | +972.5% | +841.2% |
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 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