-38.2%
IONS vs MKTX
-22.1%
-16.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | -26.3% | +0.2% | -26.5% | -26.3% |
| 30D | -31.9% | +0.9% | -32.9% | -31.9% |
| 3M | -48.0% | +2.6% | -50.6% | -48.0% |
| 6M | -62.6% | +20.4% | -83.0% | -62.7% |
| YTD | -63.3% | -7.1% | -56.2% | -63.3% |
| 1Y | -58.4% | -2.8% | -55.6% | -58.4% |
| 3Y | -38.2% | -21.7% | -16.5% | -37.2% |
| All | -38.2% | -22.1% | -16.1% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling