-94.2%
MARA vs IONS
+263.7%
-357.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.4% | -9.3% | -4.6% |
| 7D | +10.1% | -26.3% | +36.4% | +17.6% |
| 30D | -15.1% | -31.9% | +16.9% | -7.1% |
| 3M | -24.1% | -48.0% | +23.9% | -11.3% |
| 6M | -45.2% | -62.6% | +17.4% | -31.4% |
| YTD | -22.2% | -63.3% | +41.1% | -2.1% |
| 1Y | -45.3% | -58.4% | +13.1% | -33.6% |
| 3Y | -23.9% | -38.2% | +14.4% | -19.6% |
| 5Y | -90.8% | -11.1% | -79.7% | -91.0% |
| 10Y | -81.0% | -31.7% | -49.3% | -80.2% |
| All | -94.2% | +263.7% | -357.9% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling