+1,348.4%
FERG vs IONS
+407.3%
+941.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | 0.0% | -4.8% | +4.8% | +0.1% |
| 30D | -10.2% | +7.2% | -17.4% | -10.4% |
| 3M | -0.6% | -22.7% | +22.1% | 0.0% |
| 6M | -6.5% | -26.9% | +20.4% | -5.8% |
| YTD | +4.2% | -26.6% | +30.7% | +4.9% |
| 1Y | -2.3% | -2.1% | -0.1% | -2.4% |
| 3Y | +48.5% | +43.4% | +5.1% | +45.9% |
| 5Y | +72.0% | +47.0% | +25.0% | +68.6% |
| 10Y | +369.9% | +97.2% | +272.7% | +358.1% |
| All | +1,348.4% | +407.3% | +941.1% | +1,264.7% |
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 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