+1,577.3%
FERG vs IONS
+147.4%
+1,429.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +6.4% | -29.4% | +35.9% | +7.3% |
| 30D | +19.9% | -35.1% | +55.1% | +21.2% |
| 3M | +5.6% | -48.9% | +54.4% | +7.4% |
| 6M | +9.2% | -62.4% | +71.7% | +12.0% |
| YTD | +20.6% | -64.2% | +84.8% | +23.8% |
| 1Y | +5.7% | -60.9% | +66.6% | +8.2% |
| 3Y | +73.6% | -38.9% | +112.5% | +74.2% |
| 5Y | +86.2% | -15.6% | +101.8% | +86.1% |
| 10Y | +440.7% | -33.5% | +474.1% | +438.3% |
| All | +1,577.3% | +147.4% | +1,429.8% | +1,510.6% |
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