+321.2%
MOD vs IONS
+43.7%
+277.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +9.6% | -4.8% | +14.4% | +10.6% |
| 30D | 0.0% | +7.2% | -7.2% | -1.7% |
| 3M | -35.4% | -22.7% | -12.7% | -33.2% |
| 6M | -7.3% | -26.9% | +19.6% | -2.9% |
| YTD | +45.8% | -26.6% | +72.4% | +52.5% |
| 1Y | +43.1% | -2.1% | +45.3% | +39.3% |
| All | +321.2% | +43.7% | +277.4% | +278.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling