+575.3%
FAST vs IONS
+17.3%
+558.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +2.1% | -9.4% | +11.5% | +3.4% |
| 30D | +6.9% | -10.7% | +17.6% | +8.4% |
| 3M | +4.8% | -27.7% | +32.5% | +9.1% |
| 6M | +19.8% | -48.7% | +68.5% | +29.7% |
| YTD | +34.9% | -50.2% | +85.1% | +46.4% |
| 1Y | +32.8% | -46.8% | +79.6% | +42.6% |
| 3Y | +93.7% | -14.8% | +108.6% | +88.3% |
| 5Y | +105.3% | +17.0% | +88.3% | +83.5% |
| All | +575.3% | +17.3% | +558.0% | +456.8% |
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