+3,169.1%
MOD vs IONS
+440.4%
+2,728.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +9.6% | -4.8% | +14.4% | +10.3% |
| 30D | 0.0% | +7.2% | -7.2% | -1.2% |
| 3M | -35.4% | -22.7% | -12.7% | -33.5% |
| 6M | -7.3% | -26.9% | +19.6% | -3.8% |
| YTD | +45.8% | -26.6% | +72.4% | +51.1% |
| 1Y | +43.1% | -2.1% | +45.3% | +41.7% |
| 3Y | +297.7% | +43.4% | +254.2% | +264.0% |
| 5Y | +1,478.8% | +47.0% | +1,431.8% | +1,306.5% |
| 10Y | +1,633.4% | +97.2% | +1,536.2% | +1,290.5% |
| All | +3,169.1% | +440.4% | +2,728.8% | +1,678.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling