+199.7%
MET vs IONS
-29.6%
+229.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | 0.0% | -29.4% | +29.5% | +4.1% |
| 30D | +3.4% | -35.1% | +38.5% | +8.8% |
| 3M | +7.0% | -48.9% | +55.9% | +16.0% |
| 6M | +34.6% | -62.4% | +97.1% | +51.2% |
| YTD | +34.0% | -64.2% | +98.1% | +51.2% |
| 1Y | +35.9% | -60.9% | +96.8% | +51.3% |
| 3Y | +85.5% | -38.9% | +124.4% | +86.9% |
| 5Y | +87.8% | -15.6% | +103.3% | +73.5% |
| 10Y | +199.7% | -33.5% | +233.1% | +187.6% |
| All | +199.7% | -29.6% | +229.3% | +187.6% |
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