+545.7%
FICO vs IONS
-27.6%
+573.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.1% | +10.0% | +2.7% |
| 7D | +0.9% | -30.3% | +31.1% | +7.3% |
| 30D | +9.4% | -37.7% | +47.2% | +18.9% |
| 3M | -30.4% | -50.5% | +20.1% | -21.1% |
| 6M | -35.1% | -62.8% | +27.7% | -22.9% |
| YTD | -56.8% | -64.4% | +7.6% | -48.3% |
| 1Y | -58.4% | -59.5% | +1.1% | -51.7% |
| 3Y | -26.7% | -39.2% | +12.5% | -25.8% |
| 5Y | +88.0% | -15.3% | +103.4% | +69.6% |
| 10Y | +545.7% | -31.2% | +576.9% | +519.7% |
| All | +545.7% | -27.6% | +573.4% | +519.7% |
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