+539.2%
MAR vs IONS
-29.6%
+568.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +1.0% | -29.4% | +30.5% | +6.2% |
| 30D | +16.2% | -35.1% | +51.3% | +23.7% |
| 3M | +23.1% | -48.9% | +71.9% | +35.8% |
| 6M | +22.0% | -62.4% | +84.4% | +40.3% |
| YTD | +39.2% | -64.2% | +103.4% | +61.1% |
| 1Y | +48.3% | -60.9% | +109.2% | +68.9% |
| 3Y | +123.4% | -38.9% | +162.3% | +126.3% |
| 5Y | +185.4% | -15.6% | +201.0% | +163.7% |
| 10Y | +539.2% | -33.5% | +572.6% | +492.9% |
| All | +539.2% | -29.6% | +568.8% | +492.9% |
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