+383.2%
FCX vs IONS
-36.2%
+419.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -1.9% |
| 7D | +4.4% | -29.6% | +34.0% | +12.1% |
| 30D | -16.3% | -35.6% | +19.2% | -8.3% |
| 3M | -12.5% | -51.7% | +39.2% | +2.4% |
| 6M | -8.0% | -64.0% | +56.0% | +13.4% |
| YTD | +20.1% | -65.5% | +85.6% | +49.7% |
| 1Y | +45.9% | -62.4% | +108.3% | +77.9% |
| 3Y | +86.2% | -41.1% | +127.3% | +92.2% |
| 5Y | +57.1% | -16.5% | +73.6% | +39.5% |
| All | +383.2% | -36.2% | +419.4% | +358.4% |
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