+1,426.6%
FHN vs IONS
+440.4%
+986.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.2% | -4.8% | +6.0% | +1.7% |
| 30D | -4.7% | +7.2% | -11.9% | -5.5% |
| 3M | +3.5% | -22.7% | +26.2% | +5.8% |
| 6M | +7.8% | -26.9% | +34.7% | +10.7% |
| YTD | +5.9% | -26.6% | +32.4% | +8.6% |
| 1Y | +12.5% | -2.1% | +14.6% | +11.6% |
| 3Y | +117.2% | +43.4% | +73.8% | +102.5% |
| 5Y | +86.5% | +47.0% | +39.6% | +70.3% |
| 10Y | +125.7% | +97.2% | +28.5% | +93.5% |
| All | +1,426.6% | +440.4% | +986.2% | +881.8% |
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 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