+105.3%
FAST vs IONS
+17.1%
+88.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +2.1% | -9.4% | +11.5% | +2.8% |
| 30D | +6.9% | -10.7% | +17.6% | +7.7% |
| 3M | +4.8% | -27.7% | +32.5% | +7.4% |
| 6M | +19.8% | -48.7% | +68.5% | +25.6% |
| YTD | +34.9% | -50.2% | +85.1% | +41.7% |
| 1Y | +32.8% | -46.8% | +79.6% | +38.6% |
| 3Y | +93.7% | -14.8% | +108.6% | +88.4% |
| All | +105.3% | +17.1% | +88.2% | +95.2% |
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