+36.6%
FFIV vs IONS
-44.5%
+81.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.5% |
| 7D | -9.8% | -10.6% | +0.8% | -10.2% |
| 30D | -28.1% | -7.7% | -20.4% | -28.3% |
| 3M | -20.0% | -27.1% | +7.1% | -21.3% |
| 6M | -0.1% | -46.8% | +46.7% | -3.2% |
| YTD | +29.2% | -49.2% | +78.4% | +24.7% |
| 1Y | +36.6% | -44.9% | +81.5% | +29.0% |
| All | +36.6% | -44.5% | +81.1% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling