-7.2%
MTZ vs IONS
-61.6%
+54.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.9% |
| 7D | +16.5% | -29.6% | +46.1% | +18.0% |
| 30D | -10.2% | -35.6% | +25.4% | -8.0% |
| 3M | -34.2% | -51.7% | +17.5% | -29.4% |
| 6M | -56.0% | -64.0% | +8.0% | -52.4% |
| YTD | -14.8% | -65.5% | +50.6% | -6.4% |
| 1Y | -7.2% | -62.4% | +55.2% | -3.4% |
| All | -7.2% | -61.6% | +54.4% | -3.4% |
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