+241.6%
MET vs IONS
+84.6%
+157.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -0.8% | -8.7% | +7.9% | +0.5% |
| 30D | -1.4% | -1.6% | +0.2% | -1.2% |
| 3M | +12.5% | -24.9% | +37.4% | +16.2% |
| 6M | +37.1% | -25.7% | +62.8% | +41.7% |
| YTD | +23.8% | -29.2% | +53.0% | +28.6% |
| 1Y | +24.1% | -13.0% | +37.1% | +24.8% |
| 3Y | +65.2% | +35.9% | +29.3% | +49.6% |
| 5Y | +82.3% | +54.5% | +27.8% | +56.5% |
| 10Y | +241.6% | +93.1% | +148.5% | +174.1% |
| All | +241.6% | +84.6% | +157.0% | +174.1% |
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