+61.5%
FCX vs IONS
+17.1%
+44.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.4% |
| 7D | -4.9% | -9.4% | +4.5% | -3.3% |
| 30D | -17.1% | -10.7% | -6.4% | -15.6% |
| 3M | -12.7% | -27.7% | +15.0% | -8.1% |
| 6M | -2.0% | -48.7% | +46.7% | +7.5% |
| YTD | +18.1% | -50.2% | +68.3% | +30.1% |
| 1Y | +55.2% | -46.8% | +102.0% | +68.9% |
| 3Y | +74.3% | -14.8% | +89.2% | +66.7% |
| All | +61.5% | +17.1% | +44.4% | +46.7% |
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