+554.5%
MSTR vs IONS
-5.7%
+560.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -21.4% | +18.8% | +4.3% |
| 7D | -4.0% | -24.8% | +20.9% | +4.4% |
| 30D | -18.6% | -31.5% | +12.9% | -8.9% |
| 3M | +25.6% | -45.2% | +70.8% | +49.9% |
| 6M | -33.1% | -59.1% | +26.0% | -13.9% |
| YTD | -17.3% | -60.8% | +43.5% | +7.4% |
| 1Y | -48.1% | -57.9% | +9.8% | -34.4% |
| 3Y | +154.2% | -34.5% | +188.7% | +161.3% |
| 5Y | +46.2% | -8.8% | +55.0% | +35.6% |
| 10Y | +554.5% | -19.2% | +573.8% | +546.3% |
| All | +554.5% | -5.7% | +560.2% | +546.3% |
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