+75.6%
FCX vs IONS
-8.4%
+83.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +3.1% | -8.7% | +11.8% | +4.1% |
| 30D | +8.1% | -1.6% | +9.7% | +8.4% |
| 3M | +18.9% | -24.9% | +43.8% | +17.0% |
| 6M | +26.6% | -25.7% | +52.3% | +24.9% |
| YTD | +51.2% | -29.2% | +80.3% | +51.8% |
| 1Y | +75.6% | -13.0% | +88.6% | +82.0% |
| All | +75.6% | -8.4% | +83.9% | +82.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling