+153.5%
FDX vs IONS
-32.1%
+185.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | +0.5% |
| 7D | +5.2% | -26.3% | +31.5% | +9.5% |
| 30D | +11.3% | -31.9% | +43.2% | +17.2% |
| 3M | -4.1% | -48.0% | +43.9% | +5.1% |
| 6M | +9.6% | -62.6% | +72.2% | +25.6% |
| YTD | +40.9% | -63.3% | +104.2% | +61.7% |
| 1Y | +53.0% | -58.4% | +111.4% | +71.9% |
| 3Y | +74.1% | -38.2% | +112.3% | +77.2% |
| 5Y | +75.1% | -11.1% | +86.2% | +61.6% |
| All | +153.5% | -32.1% | +185.6% | +146.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling