+274.2%
MXL vs IONS
+92.6%
+181.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.9% |
| 7D | +16.6% | -4.3% | +20.9% | +18.0% |
| 30D | +0.5% | +0.4% | 0.0% | +0.1% |
| 3M | -3.6% | -24.1% | +20.5% | +1.0% |
| 6M | +328.0% | -26.4% | +354.5% | +352.5% |
| YTD | +297.8% | -29.7% | +327.5% | +325.8% |
| 1Y | +339.4% | -13.0% | +352.5% | +341.3% |
| 3Y | +201.7% | +35.0% | +166.7% | +149.1% |
| 5Y | +32.8% | +54.2% | -21.4% | +2.2% |
| All | +274.2% | +92.6% | +181.6% | +195.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling