+110.2%
MTB vs IONS
-32.1%
+142.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | -0.3% |
| 7D | +1.5% | -26.3% | +27.8% | +5.3% |
| 30D | +2.3% | -31.9% | +34.3% | +7.3% |
| 3M | -12.1% | -48.0% | +35.9% | -4.4% |
| 6M | +9.8% | -62.6% | +72.4% | +24.2% |
| YTD | +12.0% | -63.3% | +75.3% | +26.8% |
| 1Y | +22.0% | -58.4% | +80.4% | +35.4% |
| 3Y | +107.6% | -38.2% | +145.8% | +109.7% |
| 5Y | +61.9% | -11.1% | +73.0% | +50.4% |
| All | +110.2% | -32.1% | +142.3% | +104.1% |
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 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