+114.4%
MTUM vs IONS
+31.9%
+82.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.5% |
| 7D | +0.7% | -6.7% | +7.4% | +1.2% |
| 30D | -2.4% | -4.1% | +1.7% | -2.2% |
| 3M | -3.6% | -26.6% | +22.9% | -2.1% |
| 6M | +23.7% | -27.5% | +51.2% | +25.8% |
| YTD | +22.9% | -31.5% | +54.4% | +25.6% |
| 1Y | +21.8% | -15.3% | +37.1% | +21.9% |
| 3Y | +114.4% | +31.3% | +83.2% | +99.7% |
| All | +114.4% | +31.9% | +82.6% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling