+224.4%
MRK vs IONS
+87.6%
+136.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | -0.2% |
| 7D | -4.3% | -6.7% | +2.4% | -3.4% |
| 30D | +8.3% | -4.1% | +12.4% | +8.9% |
| 3M | +20.0% | -26.6% | +46.6% | +24.3% |
| 6M | +25.7% | -27.5% | +53.2% | +30.3% |
| YTD | +38.7% | -31.5% | +70.2% | +44.8% |
| 1Y | +74.7% | -15.3% | +90.0% | +77.3% |
| 3Y | +45.4% | +31.3% | +14.1% | +35.9% |
| 5Y | +129.0% | +50.2% | +78.8% | +105.8% |
| All | +224.4% | +87.6% | +136.8% | +171.5% |
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