-2.0%
FCX vs IONS
-47.9%
+45.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.6% |
| 7D | -4.9% | -9.4% | +4.5% | -4.7% |
| 30D | -17.1% | -10.7% | -6.4% | -17.0% |
| 3M | -12.7% | -27.7% | +15.0% | -12.5% |
| 6M | -2.0% | -48.7% | +46.7% | -9.9% |
| All | -2.0% | -47.9% | +45.9% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling