+76.3%
FDX vs IONS
-14.9%
+91.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -2.1% | -29.4% | +27.4% | +1.3% |
| 30D | +10.4% | -35.1% | +45.5% | +15.3% |
| 3M | +0.5% | -48.9% | +49.3% | +7.8% |
| 6M | +6.5% | -62.4% | +68.9% | +17.8% |
| YTD | +40.2% | -64.2% | +104.4% | +56.0% |
| 1Y | +52.1% | -60.9% | +113.0% | +67.2% |
| 3Y | +72.8% | -38.9% | +111.7% | +74.4% |
| 5Y | +76.3% | -15.6% | +91.9% | +65.0% |
| All | +76.3% | -14.9% | +91.2% | +65.0% |
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