+1,015.5%
FCX vs IONS
+399.7%
+615.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.9% | -4.8% | 0.0% | -4.2% |
| 30D | +4.8% | +7.2% | -2.4% | +3.8% |
| 3M | +4.6% | -22.7% | +27.3% | +7.5% |
| 6M | +10.8% | -26.9% | +37.7% | +14.8% |
| YTD | +44.2% | -26.6% | +70.8% | +49.2% |
| 1Y | +59.6% | -2.1% | +61.7% | +58.1% |
| 3Y | +82.2% | +43.4% | +38.8% | +66.9% |
| 5Y | +115.6% | +47.0% | +68.6% | +93.3% |
| 10Y | +670.6% | +97.2% | +573.4% | +546.9% |
| All | +1,015.5% | +399.7% | +615.8% | +587.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling