+73.2%
MAR vs IONS
+46.3%
+26.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.2% | -4.8% | +0.7% | -3.8% |
| 30D | -6.7% | +7.2% | -13.9% | -7.3% |
| 3M | -12.5% | -22.7% | +10.2% | -10.8% |
| 6M | +0.6% | -26.9% | +27.5% | +3.0% |
| YTD | +9.1% | -26.6% | +35.7% | +11.5% |
| 1Y | +26.2% | -2.1% | +28.3% | +25.1% |
| All | +73.2% | +46.3% | +26.8% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling