+48.3%
MSTR vs IONS
-16.3%
+64.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.1% | +5.5% | +0.3% |
| 7D | -10.7% | -30.3% | +19.5% | +2.9% |
| 30D | -21.6% | -37.7% | +16.2% | -5.0% |
| 3M | +24.4% | -50.5% | +74.9% | +64.6% |
| 6M | -35.5% | -62.8% | +27.3% | -5.9% |
| YTD | -20.3% | -64.4% | +44.0% | +17.9% |
| 1Y | -49.3% | -59.5% | +10.1% | -30.2% |
| 3Y | +137.8% | -39.2% | +177.0% | +137.3% |
| 5Y | +48.3% | -15.3% | +63.7% | +4.3% |
| All | +48.3% | -16.3% | +64.6% | +4.3% |
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 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