+1,171.8%
MPC vs IONS
-32.1%
+1,203.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.5% |
| 7D | +11.2% | -26.3% | +37.5% | +15.4% |
| 30D | -14.5% | -31.9% | +17.5% | -10.3% |
| 3M | +16.7% | -48.0% | +64.7% | +27.0% |
| 6M | +67.6% | -62.6% | +130.1% | +90.1% |
| YTD | +157.9% | -63.3% | +221.2% | +192.6% |
| 1Y | +116.7% | -58.4% | +175.0% | +140.3% |
| 3Y | +199.8% | -38.2% | +238.0% | +198.8% |
| 5Y | +604.4% | -11.1% | +615.5% | +524.4% |
| All | +1,171.8% | -32.1% | +1,203.9% | +1,131.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling