+602.8%
FICO vs IONS
+96.6%
+506.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.6% | -16.7% |
| 7D | -19.2% | -4.8% | -14.3% | -18.4% |
| 30D | -14.6% | +7.2% | -21.8% | -15.9% |
| 3M | -20.1% | -22.7% | +2.6% | -16.9% |
| 6M | -36.3% | -26.9% | -9.4% | -33.1% |
| YTD | -44.9% | -26.6% | -18.3% | -42.3% |
| 1Y | -38.6% | -2.1% | -36.5% | -39.7% |
| 3Y | +4.0% | +43.4% | -39.5% | -10.5% |
| 5Y | +99.5% | +47.0% | +52.5% | +65.8% |
| All | +602.8% | +96.6% | +506.2% | +456.2% |
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