+753.4%
MOD vs IONS
+17.1%
+736.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.4% |
| 7D | -25.5% | -9.4% | -16.1% | -24.1% |
| 30D | -49.0% | -10.7% | -38.3% | -47.9% |
| 3M | -49.8% | -27.7% | -22.2% | -46.9% |
| 6M | -64.8% | -48.7% | -16.1% | -60.8% |
| YTD | -27.6% | -50.2% | +22.5% | -19.0% |
| 1Y | -35.2% | -46.8% | +11.6% | -28.5% |
| 3Y | +137.1% | -14.8% | +152.0% | +126.8% |
| All | +753.4% | +17.1% | +736.3% | +668.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling