-99.8%
FCEL vs IONS
+649.5%
-749.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -15.8% | -4.8% | -11.0% | -15.0% |
| 30D | -29.3% | +7.2% | -36.5% | -30.4% |
| 3M | -30.1% | -22.7% | -7.5% | -26.9% |
| 6M | +74.4% | -26.9% | +101.3% | +85.4% |
| YTD | +104.5% | -26.6% | +131.1% | +117.4% |
| 1Y | +281.4% | -2.1% | +283.5% | +280.9% |
| 3Y | -66.1% | +43.4% | -109.5% | -69.6% |
| 5Y | -91.9% | +47.0% | -138.8% | -92.7% |
| 10Y | -99.2% | +97.2% | -196.4% | -99.4% |
| All | -99.8% | +649.5% | -749.3% | -99.9% |
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