+581.0%
FE vs IONS
+152.4%
+428.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | 0.0% |
| 7D | +0.6% | -12.6% | +13.2% | +1.3% |
| 30D | +6.4% | -11.8% | +18.2% | +7.1% |
| 3M | -0.5% | -28.4% | +27.9% | +1.3% |
| 6M | +4.7% | -48.4% | +53.2% | +8.4% |
| YTD | +8.4% | -51.0% | +59.3% | +12.3% |
| 1Y | +7.2% | -48.0% | +55.3% | +10.7% |
| 3Y | +44.9% | -17.8% | +62.7% | +44.1% |
| 5Y | +46.3% | +15.2% | +31.1% | +41.4% |
| 10Y | +110.3% | +43.0% | +67.2% | +97.3% |
| All | +581.0% | +152.4% | +428.6% | +481.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling