+92.9%
FFIV vs IONS
+47.7%
+45.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -1.0% | -4.8% | +3.9% | -0.5% |
| 30D | -5.1% | +7.2% | -12.3% | -5.9% |
| 3M | -4.5% | -22.7% | +18.2% | -2.6% |
| 6M | +36.5% | -26.9% | +63.4% | +40.0% |
| YTD | +53.0% | -26.6% | +79.5% | +56.6% |
| 1Y | +24.2% | -2.1% | +26.3% | +22.0% |
| 3Y | +137.2% | +43.4% | +93.8% | +110.8% |
| All | +92.9% | +47.7% | +45.2% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling