+95.0%
MTZ vs IONS
-11.8%
+106.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -2.1% |
| 7D | +5.0% | -26.3% | +31.3% | +8.6% |
| 30D | -6.0% | -31.9% | +25.9% | -1.6% |
| 3M | -36.1% | -48.0% | +11.9% | -30.5% |
| 6M | -56.9% | -62.6% | +5.7% | -51.0% |
| YTD | -15.9% | -63.3% | +47.4% | -4.3% |
| 1Y | -3.8% | -58.4% | +54.6% | +7.3% |
| 3Y | +272.3% | -38.2% | +310.5% | +272.7% |
| All | +95.0% | -11.8% | +106.8% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling