+1,053.2%
MULL vs IONS
-26.8%
+1,080.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.1% | +6.6% | +1.0% |
| 7D | -32.2% | -30.3% | -2.0% | -22.9% |
| 30D | -55.4% | -37.7% | -17.6% | -46.3% |
| 3M | -41.3% | -50.5% | +9.2% | -22.9% |
| 6M | -44.9% | -62.8% | +17.9% | -22.1% |
| YTD | +192.4% | -64.4% | +256.8% | +325.3% |
| 1Y | +239.4% | -59.5% | +298.9% | +365.1% |
| All | +1,053.2% | -26.8% | +1,080.0% | +803.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling