+609.5%
MTUM vs IONS
+190.3%
+419.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +4.1% | -8.7% | +12.8% | +5.3% |
| 30D | +0.6% | -1.6% | +2.3% | +0.7% |
| 3M | -0.6% | -24.9% | +24.2% | +2.1% |
| 6M | +25.3% | -25.7% | +51.0% | +28.8% |
| YTD | +23.8% | -29.2% | +53.0% | +27.9% |
| 1Y | +25.4% | -13.0% | +38.4% | +26.0% |
| 3Y | +117.3% | +35.9% | +81.3% | +100.7% |
| 5Y | +79.7% | +54.5% | +25.2% | +60.4% |
| 10Y | +359.6% | +93.1% | +266.5% | +295.6% |
| All | +609.5% | +190.3% | +419.2% | +484.7% |
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 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