-81.6%
MARA vs IONS
-36.2%
-45.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.6% | -2.4% | -4.4% |
| 7D | +22.4% | -29.6% | +52.1% | +39.9% |
| 30D | -21.0% | -35.6% | +14.6% | -5.7% |
| 3M | -25.3% | -51.7% | +26.4% | +0.6% |
| 6M | -43.4% | -64.0% | +20.6% | -15.9% |
| YTD | -19.8% | -65.5% | +45.7% | +21.3% |
| 1Y | -50.0% | -62.4% | +12.4% | -27.5% |
| 3Y | -25.1% | -41.1% | +16.0% | -19.8% |
| 5Y | -90.5% | -16.5% | -74.1% | -91.5% |
| All | -81.6% | -36.2% | -45.4% | -81.8% |
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