-88.7%
MARA vs IONS
-16.3%
-72.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -9.1% | +19.6% | +14.6% |
| 7D | +2.5% | -30.3% | +32.8% | +18.1% |
| 30D | -23.9% | -37.7% | +13.8% | -7.4% |
| 3M | -23.2% | -50.5% | +27.3% | +3.1% |
| 6M | -43.3% | -62.8% | +19.5% | -16.2% |
| YTD | -18.3% | -64.4% | +46.1% | +23.6% |
| 1Y | -52.9% | -59.5% | +6.6% | -34.1% |
| 3Y | -23.6% | -39.2% | +15.6% | -24.3% |
| 5Y | -88.7% | -15.3% | -73.3% | -92.2% |
| All | -88.7% | -16.3% | -72.4% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling