+701.1%
FCX vs IONS
+88.4%
+612.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +5.9% |
| 7D | +5.7% | -5.3% | +11.0% | +7.1% |
| 30D | +10.1% | +0.3% | +9.8% | +9.9% |
| 3M | +20.2% | -22.9% | +43.1% | +25.5% |
| 6M | +29.7% | -23.4% | +53.1% | +35.7% |
| YTD | +51.9% | -28.3% | +80.2% | +61.5% |
| 1Y | +66.0% | -7.0% | +73.0% | +64.6% |
| 3Y | +102.7% | +37.6% | +65.1% | +71.8% |
| 5Y | +138.9% | +53.4% | +85.5% | +87.8% |
| 10Y | +701.1% | +83.9% | +617.1% | +480.8% |
| All | +701.1% | +88.4% | +612.7% | +480.8% |
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