+541.4%
FICO vs IONS
-32.1%
+573.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.9% |
| 7D | +2.2% | -26.3% | +28.5% | +7.6% |
| 30D | +0.1% | -31.9% | +32.0% | +7.0% |
| 3M | -35.2% | -48.0% | +12.8% | -27.2% |
| 6M | -32.4% | -62.6% | +30.2% | -19.5% |
| YTD | -57.4% | -63.3% | +5.9% | -49.3% |
| 1Y | -58.5% | -58.4% | -0.2% | -52.1% |
| 3Y | -28.9% | -38.2% | +9.4% | -28.2% |
| 5Y | +91.7% | -11.1% | +102.8% | +70.6% |
| All | +541.4% | -32.1% | +573.5% | +508.2% |
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 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