+21.5%
FFIV vs IONS
-7.3%
+28.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.3% |
| 7D | -1.5% | -5.3% | +3.8% | -1.8% |
| 30D | -2.7% | +0.3% | -2.9% | -2.6% |
| 3M | -1.7% | -22.9% | +21.2% | -3.1% |
| 6M | +36.1% | -23.4% | +59.5% | +33.5% |
| YTD | +52.6% | -28.3% | +81.0% | +49.9% |
| 1Y | +21.5% | -7.0% | +28.5% | +14.8% |
| All | +21.5% | -7.3% | +28.9% | +14.8% |
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