+32.0%
FFIV vs IONS
-55.7%
+87.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -21.4% | +23.6% | +1.1% |
| 7D | -2.1% | -24.8% | +22.7% | -3.4% |
| 30D | -33.8% | -31.5% | -2.2% | -34.9% |
| 3M | -20.6% | -45.2% | +24.6% | -23.2% |
| 6M | -10.2% | -59.1% | +48.8% | -14.6% |
| YTD | +24.5% | -60.8% | +85.3% | +18.1% |
| All | +32.0% | -55.7% | +87.7% | +27.0% |
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