+115.4%
MTB vs IONS
-29.6%
+145.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.0% | -29.4% | +27.5% | +2.4% |
| 30D | +0.1% | -35.1% | +35.3% | +5.8% |
| 3M | -12.1% | -48.9% | +36.8% | -4.1% |
| 6M | +7.3% | -62.4% | +69.7% | +21.3% |
| YTD | +11.5% | -64.2% | +75.7% | +26.8% |
| 1Y | +21.3% | -60.9% | +82.2% | +35.9% |
| 3Y | +104.1% | -38.9% | +143.0% | +106.5% |
| 5Y | +61.8% | -15.6% | +77.4% | +51.6% |
| 10Y | +115.4% | -33.5% | +148.8% | +107.2% |
| All | +115.4% | -29.6% | +145.0% | +107.2% |
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