-70.9%
FCEL vs IONS
-16.4%
-54.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +1.6% | +9.9% | +10.9% |
| 7D | -11.2% | -9.4% | -1.8% | -7.6% |
| 30D | -45.8% | -10.7% | -35.0% | -43.1% |
| 3M | -51.0% | -27.7% | -23.3% | -44.9% |
| 6M | -22.2% | -48.7% | +26.5% | -3.2% |
| YTD | +36.3% | -50.2% | +86.4% | +72.4% |
| 1Y | +29.0% | -46.8% | +75.8% | +59.1% |
| 3Y | -70.9% | -14.8% | -56.0% | -72.2% |
| All | -70.9% | -16.4% | -54.5% | -72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling