+731.6%
MSTR vs IONS
+98.1%
+633.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +12.2% | -4.8% | +17.0% | +13.6% |
| 30D | +45.2% | +7.2% | +38.0% | +41.4% |
| 3M | +10.4% | -22.7% | +33.1% | +16.7% |
| 6M | -2.5% | -26.9% | +24.4% | +5.0% |
| YTD | -6.0% | -26.6% | +20.5% | +0.7% |
| 1Y | -56.4% | -2.1% | -54.3% | -57.8% |
| 3Y | +306.3% | +43.4% | +262.8% | +228.5% |
| 5Y | +100.5% | +47.0% | +53.5% | +61.1% |
| All | +731.6% | +98.1% | +633.6% | +558.7% |
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