+138.9%
FCX vs IONS
+51.6%
+87.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +5.7% |
| 7D | +5.7% | -5.3% | +11.0% | +6.6% |
| 30D | +10.1% | +0.3% | +9.8% | +10.0% |
| 3M | +20.2% | -22.9% | +43.1% | +23.5% |
| 6M | +29.7% | -23.4% | +53.1% | +33.5% |
| YTD | +51.9% | -28.3% | +80.2% | +58.3% |
| 1Y | +66.0% | -7.0% | +73.0% | +64.8% |
| 3Y | +102.7% | +37.6% | +65.1% | +77.8% |
| 5Y | +138.9% | +53.4% | +85.5% | +101.3% |
| All | +138.9% | +51.6% | +87.3% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling