+68.6%
MTB vs IONS
-11.1%
+79.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -21.4% | +23.6% | +4.7% |
| 7D | -0.8% | -24.8% | +24.1% | +2.1% |
| 30D | +2.4% | -31.5% | +33.9% | +6.5% |
| 3M | -10.5% | -45.2% | +34.7% | -4.5% |
| 6M | +6.4% | -59.1% | +65.5% | +16.8% |
| YTD | +12.8% | -60.8% | +73.6% | +24.3% |
| 1Y | +23.3% | -57.9% | +81.1% | +34.3% |
| 3Y | +108.2% | -34.5% | +142.7% | +105.8% |
| 5Y | +68.6% | -8.8% | +77.4% | +59.2% |
| All | +68.6% | -11.1% | +79.7% | +59.2% |
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 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