+97.9%
FHN vs IONS
-5.7%
+103.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -21.4% | +23.5% | +5.6% |
| 7D | -0.5% | -24.8% | +24.4% | +3.8% |
| 30D | +1.9% | -31.5% | +33.5% | +7.9% |
| 3M | -6.9% | -45.2% | +38.2% | +1.9% |
| 6M | -3.1% | -59.1% | +56.0% | +10.4% |
| YTD | +0.6% | -60.8% | +61.4% | +15.3% |
| 1Y | +12.4% | -57.9% | +70.2% | +26.8% |
| 3Y | +133.7% | -34.5% | +168.2% | +134.4% |
| 5Y | +61.4% | -8.8% | +70.2% | +44.7% |
| 10Y | +97.9% | -19.2% | +117.1% | +77.7% |
| All | +97.9% | -5.7% | +103.5% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling