+424.2%
FERG vs IONS
-32.1%
+456.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | +0.3% |
| 7D | +9.7% | -26.3% | +36.0% | +11.1% |
| 30D | +15.0% | -31.9% | +47.0% | +16.9% |
| 3M | +3.8% | -48.0% | +51.7% | +7.1% |
| 6M | +10.6% | -62.6% | +73.2% | +16.0% |
| YTD | +17.0% | -63.3% | +80.2% | +22.7% |
| 1Y | +7.1% | -58.4% | +65.5% | +11.6% |
| 3Y | +67.7% | -38.2% | +106.0% | +68.3% |
| 5Y | +76.4% | -11.1% | +87.5% | +75.8% |
| All | +424.2% | -32.1% | +456.3% | +419.7% |
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