+80.6%
IONS vs MKTX
+5.0%
+75.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -6.7% | -0.2% | -6.4% | -6.6% |
| 30D | -4.1% | +0.7% | -4.8% | -4.3% |
| 3M | -26.6% | +40.8% | -67.4% | -32.5% |
| 6M | -27.5% | -8.0% | -19.5% | -26.7% |
| YTD | -31.5% | -8.7% | -22.7% | -30.8% |
| 1Y | -15.3% | -11.8% | -3.5% | -14.0% |
| 3Y | +31.3% | -24.0% | +55.3% | +33.6% |
| 5Y | +50.2% | -60.3% | +110.5% | +79.7% |
| All | +80.6% | +5.0% | +75.5% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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