+366.2%
MULL vs IONS
-59.1%
+425.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +0.5% | +23.5% | +23.8% |
| 7D | -2.5% | -29.4% | +26.9% | +9.0% |
| 30D | -40.1% | -35.1% | -4.9% | -29.7% |
| 3M | -28.2% | -48.9% | +20.7% | -8.6% |
| 6M | -39.6% | -62.4% | +22.8% | -24.1% |
| YTD | +262.6% | -64.2% | +326.8% | +376.6% |
| 1Y | +366.2% | -60.9% | +427.1% | +448.6% |
| All | +366.2% | -59.1% | +425.3% | +448.6% |
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