+19.4%
MRSH vs IONS
+53.9%
-34.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.3% |
| 7D | -5.9% | -4.3% | -1.7% | -5.6% |
| 30D | -7.3% | +0.4% | -7.7% | -7.4% |
| 3M | +6.7% | -24.1% | +30.8% | +8.3% |
| 6M | +3.0% | -26.4% | +29.4% | +4.8% |
| YTD | -2.9% | -29.7% | +26.7% | -1.0% |
| 1Y | -9.0% | -13.0% | +4.1% | -8.8% |
| 3Y | -4.3% | +35.0% | -39.4% | -10.2% |
| 5Y | +19.4% | +54.2% | -34.8% | +8.4% |
| All | +19.4% | +53.9% | -34.5% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling