+6,388.4%
MTB vs IONS
+188.4%
+6,200.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -21.4% | +23.6% | +4.1% |
| 7D | -0.8% | -24.8% | +24.1% | +1.4% |
| 30D | +2.4% | -31.5% | +33.9% | +5.4% |
| 3M | -10.5% | -45.2% | +34.7% | -6.3% |
| 6M | +6.4% | -59.1% | +65.5% | +13.6% |
| YTD | +12.8% | -60.8% | +73.6% | +20.8% |
| 1Y | +23.3% | -57.9% | +81.1% | +31.1% |
| 3Y | +108.2% | -34.5% | +142.7% | +110.2% |
| 5Y | +68.6% | -8.8% | +77.4% | +63.8% |
| 10Y | +125.3% | -19.2% | +144.5% | +115.0% |
| All | +6,388.4% | +188.4% | +6,200.0% | +4,951.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling