+343.3%
MULL vs IONS
-60.0%
+403.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.4% | -11.6% | -7.2% |
| 7D | +24.5% | -26.3% | +50.8% | +34.9% |
| 30D | -35.5% | -31.9% | -3.6% | -26.1% |
| 3M | -44.8% | -48.0% | +3.2% | -30.7% |
| 6M | -45.5% | -62.6% | +17.1% | -30.8% |
| YTD | +232.5% | -63.3% | +295.8% | +327.7% |
| 1Y | +343.3% | -58.4% | +401.6% | +417.7% |
| All | +343.3% | -60.0% | +403.2% | +417.7% |
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