+713.8%
MOD vs IONS
+13.2%
+700.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.4% | -3.9% | -6.6% |
| 7D | -34.2% | -12.6% | -21.6% | -32.4% |
| 30D | -51.9% | -11.8% | -40.1% | -50.7% |
| 3M | -53.0% | -28.4% | -24.6% | -50.2% |
| 6M | -66.4% | -48.4% | -17.9% | -62.7% |
| YTD | -31.5% | -51.0% | +19.4% | -23.2% |
| 1Y | -39.6% | -48.0% | +8.5% | -33.0% |
| 3Y | +116.8% | -17.8% | +134.6% | +108.7% |
| 5Y | +713.8% | +15.2% | +698.6% | +656.1% |
| All | +713.8% | +13.2% | +700.6% | +656.1% |
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