-22.3%
MOH vs IONS
+50.3%
-72.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.2% |
| 7D | +1.7% | -6.7% | +8.4% | +2.4% |
| 30D | -0.9% | -4.1% | +3.2% | -0.5% |
| 3M | +5.7% | -26.6% | +32.3% | +8.6% |
| 6M | +39.1% | -27.5% | +66.6% | +43.0% |
| YTD | +17.7% | -31.5% | +49.2% | +21.3% |
| 1Y | +8.4% | -15.3% | +23.7% | +8.9% |
| 3Y | -36.6% | +31.3% | -67.9% | -41.4% |
| All | -22.3% | +50.3% | -72.6% | -30.3% |
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