+121.0%
FE vs IONS
-36.2%
+157.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.3% |
| 7D | -0.3% | -29.6% | +29.3% | +2.8% |
| 30D | +3.9% | -35.6% | +39.4% | +7.9% |
| 3M | -0.1% | -51.7% | +51.6% | +6.6% |
| 6M | +6.1% | -64.0% | +70.1% | +16.0% |
| YTD | +8.1% | -65.5% | +73.5% | +18.4% |
| 1Y | +4.4% | -62.4% | +66.8% | +13.4% |
| 3Y | +49.0% | -41.1% | +90.1% | +51.2% |
| 5Y | +46.1% | -16.5% | +62.6% | +39.1% |
| All | +121.0% | -36.2% | +157.2% | +117.7% |
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 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