+1,548.3%
FERG vs IONS
+170.7%
+1,377.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -21.4% | +32.6% | +11.8% |
| 7D | +7.3% | -24.8% | +32.2% | +8.0% |
| 30D | +18.1% | -31.5% | +49.7% | +19.2% |
| 3M | +1.6% | -45.2% | +46.8% | +3.3% |
| 6M | +8.5% | -59.1% | +67.6% | +11.0% |
| YTD | +18.6% | -60.8% | +79.4% | +21.4% |
| 1Y | +5.7% | -57.9% | +63.6% | +8.0% |
| 3Y | +74.0% | -34.5% | +108.5% | +74.3% |
| 5Y | +83.9% | -8.8% | +92.7% | +83.3% |
| 10Y | +494.6% | -19.2% | +513.8% | +490.2% |
| All | +1,548.3% | +170.7% | +1,377.5% | +1,479.2% |
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 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