+2,036.6%
MULL vs IONS
-13.5%
+2,050.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.7% | -9.1% |
| 7D | +3.6% | -4.3% | +7.9% | +5.1% |
| 30D | +22.0% | +0.4% | +21.6% | +20.9% |
| 3M | -8.6% | -24.1% | +15.5% | -11.7% |
| 6M | +248.5% | -26.4% | +275.0% | +250.3% |
| YTD | +516.3% | -29.7% | +545.9% | +544.7% |
| 1Y | +2,036.6% | -13.0% | +2,049.7% | +1,963.5% |
| All | +2,036.6% | -13.5% | +2,050.1% | +1,963.5% |
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