+89.9%
MTZ vs IONS
-16.3%
+106.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.1% | +4.7% | -3.1% |
| 7D | -8.7% | -30.3% | +21.5% | -4.7% |
| 30D | -15.0% | -37.7% | +22.8% | -9.8% |
| 3M | -32.6% | -50.5% | +17.9% | -26.1% |
| 6M | -56.3% | -62.8% | +6.4% | -50.4% |
| YTD | -16.8% | -64.4% | +47.6% | -4.9% |
| 1Y | -10.0% | -59.5% | +49.4% | +0.7% |
| 3Y | +267.1% | -39.2% | +306.3% | +268.3% |
| 5Y | +89.9% | -15.3% | +105.2% | +69.3% |
| All | +89.9% | -16.3% | +106.2% | +69.3% |
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