+4,079.4%
FFIV vs IONS
+306.9%
+3,772.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -8.1% | -9.4% | +1.3% | -6.4% |
| 30D | -33.4% | -10.7% | -22.7% | -32.0% |
| 3M | -24.7% | -27.7% | +2.9% | -20.5% |
| 6M | -8.8% | -48.7% | +39.9% | +1.5% |
| YTD | +21.8% | -50.2% | +71.9% | +36.0% |
| 1Y | +25.3% | -46.8% | +72.1% | +38.0% |
| 3Y | +101.2% | -14.8% | +116.0% | +94.3% |
| 5Y | +40.2% | +17.0% | +23.2% | +23.5% |
| 10Y | +129.0% | +45.3% | +83.7% | +75.8% |
| All | +4,079.4% | +306.9% | +3,772.4% | +1,613.3% |
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