-75.3%
MARA vs IONS
+92.6%
-167.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -3.8% |
| 7D | -1.5% | -4.3% | +2.8% | +0.4% |
| 30D | +18.1% | +0.4% | +17.7% | +17.1% |
| 3M | -9.4% | -24.1% | +14.7% | -2.0% |
| 6M | +33.4% | -26.4% | +59.8% | +46.2% |
| YTD | +27.3% | -29.7% | +56.9% | +42.5% |
| 1Y | -27.9% | -13.0% | -14.9% | -27.4% |
| 3Y | +4.8% | +35.0% | -30.3% | -21.7% |
| 5Y | -68.0% | +54.2% | -122.2% | -77.2% |
| All | -75.3% | +92.6% | -167.9% | -82.7% |
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