+441.9%
MAR vs IONS
+84.6%
+357.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -0.5% | -8.7% | +8.2% | +0.9% |
| 30D | -4.7% | -1.6% | -3.0% | -4.5% |
| 3M | -15.6% | -24.9% | +9.3% | -12.5% |
| 6M | +1.2% | -25.7% | +26.9% | +5.1% |
| YTD | +7.5% | -29.2% | +36.7% | +12.3% |
| 1Y | +26.6% | -13.0% | +39.6% | +27.5% |
| 3Y | +66.0% | +35.9% | +30.0% | +48.7% |
| 5Y | +154.1% | +54.5% | +99.6% | +116.6% |
| 10Y | +441.9% | +93.1% | +348.7% | +347.0% |
| All | +441.9% | +84.6% | +357.3% | +347.0% |
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 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