+1,400.5%
FANG vs IONS
+355.9%
+1,044.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | -1.7% | -5.3% | +3.6% | -1.1% |
| 30D | +6.8% | +0.3% | +6.5% | +6.6% |
| 3M | +1.3% | -22.9% | +24.2% | +4.0% |
| 6M | +11.8% | -23.4% | +35.2% | +14.7% |
| YTD | +35.1% | -28.3% | +63.4% | +39.7% |
| 1Y | +48.9% | -7.0% | +56.0% | +48.4% |
| 3Y | +42.8% | +37.6% | +5.2% | +30.8% |
| 5Y | +230.3% | +53.4% | +176.9% | +191.0% |
| 10Y | +167.0% | +83.9% | +83.1% | +127.8% |
| All | +1,400.5% | +355.9% | +1,044.7% | +970.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling