+194.4%
MET vs IONS
-32.1%
+226.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | -0.1% |
| 7D | +4.5% | -26.3% | +30.7% | +8.1% |
| 30D | +3.5% | -31.9% | +35.5% | +8.2% |
| 3M | +5.9% | -48.0% | +53.9% | +14.6% |
| 6M | +33.1% | -62.6% | +95.6% | +49.5% |
| YTD | +33.6% | -63.3% | +96.8% | +50.2% |
| 1Y | +32.7% | -58.4% | +91.1% | +46.4% |
| 3Y | +85.0% | -38.2% | +123.3% | +86.2% |
| 5Y | +85.6% | -11.1% | +96.7% | +70.0% |
| All | +194.4% | -32.1% | +226.5% | +182.7% |
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