+4.4%
FE vs IONS
-61.6%
+66.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | 0.0% |
| 7D | -0.3% | -29.6% | +29.3% | +0.7% |
| 30D | +3.9% | -35.6% | +39.4% | +5.3% |
| 3M | -0.1% | -51.7% | +51.6% | +2.5% |
| 6M | +6.1% | -64.0% | +70.1% | +10.1% |
| YTD | +8.1% | -65.5% | +73.5% | +11.6% |
| 1Y | +4.4% | -62.4% | +66.8% | +5.5% |
| All | +4.4% | -61.6% | +66.1% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling