+498.8%
MAR vs IONS
-32.1%
+530.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.4% |
| 7D | +1.6% | -26.3% | +27.9% | +5.9% |
| 30D | +13.8% | -31.9% | +45.8% | +20.1% |
| 3M | +20.3% | -48.0% | +68.3% | +32.2% |
| 6M | +21.3% | -62.6% | +83.9% | +39.5% |
| YTD | +37.2% | -63.3% | +100.5% | +57.9% |
| 1Y | +48.4% | -58.4% | +106.8% | +67.1% |
| 3Y | +120.1% | -38.2% | +158.3% | +122.6% |
| 5Y | +182.1% | -11.1% | +193.2% | +158.5% |
| All | +498.8% | -32.1% | +530.9% | +471.1% |
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