-14.3%
MTZ vs IONS
-44.5%
+30.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -0.7% | -14.7% | -15.3% |
| 7D | -7.4% | -10.6% | +3.2% | -6.1% |
| 30D | -23.6% | -7.7% | -15.9% | -22.9% |
| 3M | -38.3% | -27.1% | -11.2% | -35.5% |
| 6M | -60.6% | -46.8% | -13.8% | -58.3% |
| YTD | -22.9% | -49.2% | +26.4% | -16.8% |
| 1Y | -14.3% | -44.9% | +30.6% | -10.6% |
| All | -14.3% | -44.5% | +30.3% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling