+46.0%
FE vs IONS
-11.8%
+57.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +0.7% |
| 7D | +1.2% | -26.3% | +27.5% | +2.8% |
| 30D | +4.5% | -31.9% | +36.5% | +6.6% |
| 3M | +1.3% | -48.0% | +49.3% | +4.9% |
| 6M | +8.7% | -62.6% | +71.2% | +14.4% |
| YTD | +9.2% | -63.3% | +72.5% | +14.9% |
| 1Y | +7.0% | -58.4% | +65.4% | +11.7% |
| 3Y | +51.4% | -38.2% | +89.6% | +52.3% |
| All | +46.0% | -11.8% | +57.8% | +44.2% |
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