-99.8%
FCEL vs IONS
+263.7%
-363.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.1% | +4.1% | -3.0% |
| 7D | -8.3% | -30.3% | +22.0% | -1.6% |
| 30D | -43.0% | -37.7% | -5.2% | -37.2% |
| 3M | -48.2% | -50.5% | +2.3% | -40.1% |
| 6M | -25.0% | -62.8% | +37.8% | -8.6% |
| YTD | +40.6% | -64.4% | +105.0% | +73.7% |
| 1Y | +36.0% | -59.5% | +95.4% | +63.1% |
| 3Y | -66.7% | -39.2% | -27.5% | -64.3% |
| 5Y | -96.7% | -15.3% | -81.3% | -96.6% |
| 10Y | -99.0% | -31.2% | -67.9% | -99.0% |
| All | -99.8% | +263.7% | -363.6% | -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