+481.0%
MSTR vs IONS
-32.1%
+513.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.4% | -8.8% | -4.5% |
| 7D | -13.4% | -26.3% | +12.9% | -5.4% |
| 30D | -22.1% | -31.9% | +9.9% | -12.5% |
| 3M | +15.0% | -48.0% | +62.9% | +39.7% |
| 6M | -37.3% | -62.6% | +25.2% | -16.8% |
| YTD | -26.5% | -63.3% | +36.7% | -2.3% |
| 1Y | -46.5% | -58.4% | +11.9% | -32.1% |
| 3Y | +121.1% | -38.2% | +159.3% | +131.3% |
| 5Y | +37.5% | -11.1% | +48.6% | +28.6% |
| All | +481.0% | -32.1% | +513.1% | +481.2% |
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