-82.2%
MARA vs IONS
-32.1%
-50.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.4% | -9.3% | -5.8% |
| 7D | +10.1% | -26.3% | +36.4% | +22.9% |
| 30D | -15.1% | -31.9% | +16.9% | -1.3% |
| 3M | -24.1% | -48.0% | +23.9% | -1.4% |
| 6M | -45.2% | -62.6% | +17.4% | -20.1% |
| YTD | -22.2% | -63.3% | +41.1% | +14.3% |
| 1Y | -45.3% | -58.4% | +13.1% | -24.7% |
| 3Y | -23.9% | -38.2% | +14.4% | -20.2% |
| 5Y | -90.8% | -11.1% | -79.7% | -92.0% |
| All | -82.2% | -32.1% | -50.1% | -82.8% |
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