+54.2%
IONS vs MKTX
-60.6%
+114.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | +0.4% | +0.8% | -0.4% | +0.3% |
| 3M | -24.1% | +41.1% | -65.2% | -27.3% |
| 6M | -26.4% | -9.5% | -16.9% | -25.6% |
| YTD | -29.7% | -8.7% | -21.0% | -29.0% |
| 1Y | -13.0% | -10.0% | -3.1% | -12.1% |
| 3Y | +35.0% | -24.6% | +59.7% | +36.8% |
| 5Y | +54.2% | -60.3% | +114.5% | +62.8% |
| All | +54.2% | -60.6% | +114.8% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling