+163.7%
MXL vs IONS
-32.1%
+195.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.4% | -11.8% | -7.2% |
| 7D | +13.4% | -26.3% | +39.7% | +21.2% |
| 30D | -29.2% | -31.9% | +2.7% | -22.2% |
| 3M | -27.2% | -48.0% | +20.8% | -13.9% |
| 6M | -36.4% | -62.6% | +26.1% | -19.5% |
| YTD | +220.0% | -63.3% | +283.3% | +306.9% |
| 1Y | +304.8% | -58.4% | +363.2% | +394.7% |
| 3Y | +238.5% | -38.2% | +276.7% | +244.5% |
| 5Y | -18.8% | -11.1% | -7.7% | -29.3% |
| All | +163.7% | -32.1% | +195.8% | +147.2% |
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