-90.5%
MARA vs IONS
+627.0%
-717.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +6.0% | -4.8% | +10.8% | +7.3% |
| 30D | +0.6% | +7.2% | -6.6% | -1.7% |
| 3M | -18.5% | -22.7% | +4.2% | -14.7% |
| 6M | +21.7% | -26.9% | +48.6% | +29.5% |
| YTD | +25.9% | -26.6% | +52.5% | +33.7% |
| 1Y | -25.1% | -2.1% | -23.0% | -26.8% |
| 3Y | -5.7% | +43.4% | -49.2% | -20.0% |
| 5Y | -73.9% | +47.0% | -120.9% | -77.7% |
| 10Y | -75.6% | +97.2% | -172.8% | -79.1% |
| All | -90.5% | +627.0% | -717.6% | -95.8% |
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 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