+113.9%
FE vs IONS
+98.1%
+15.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.9% | -4.8% | +6.8% | +2.4% |
| 30D | -1.2% | +7.2% | -8.4% | -1.8% |
| 3M | +3.5% | -22.7% | +26.2% | +5.4% |
| 6M | -6.1% | -26.9% | +20.8% | -3.9% |
| YTD | +7.6% | -26.6% | +34.2% | +9.9% |
| 1Y | +11.9% | -2.1% | +14.0% | +11.1% |
| 3Y | +48.4% | +43.4% | +5.0% | +39.0% |
| 5Y | +44.8% | +47.0% | -2.2% | +33.0% |
| All | +113.9% | +98.1% | +15.8% | +97.9% |
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 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