+386.3%
FCX vs IONS
-27.6%
+413.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.1% | +5.8% | -1.2% |
| 7D | -2.4% | -30.3% | +27.9% | +5.0% |
| 30D | -18.0% | -37.7% | +19.8% | -9.4% |
| 3M | -14.3% | -50.5% | +36.2% | -0.3% |
| 6M | -1.7% | -62.8% | +61.0% | +20.1% |
| YTD | +19.8% | -64.4% | +84.2% | +48.0% |
| 1Y | +48.6% | -59.5% | +108.1% | +77.6% |
| 3Y | +85.8% | -39.2% | +125.0% | +90.4% |
| 5Y | +72.2% | -15.3% | +87.6% | +53.0% |
| 10Y | +386.3% | -31.2% | +417.5% | +351.1% |
| All | +386.3% | -27.6% | +413.9% | +351.1% |
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