-36.4%
MXL vs IONS
-61.6%
+25.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.4% | -11.8% | -4.7% |
| 7D | +13.4% | -26.3% | +39.7% | +10.4% |
| 30D | -29.2% | -31.9% | +2.7% | -31.0% |
| 3M | -27.2% | -48.0% | +20.8% | -32.0% |
| 6M | -36.4% | -62.6% | +26.1% | -51.0% |
| All | -36.4% | -61.6% | +25.2% | -51.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling