+499.7%
FICO vs IONS
+17.3%
+482.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | -0.9% | -9.4% | +8.5% | +0.9% |
| 30D | +3.3% | -10.7% | +14.1% | +5.4% |
| 3M | -31.7% | -27.7% | -4.1% | -27.7% |
| 6M | -34.0% | -48.7% | +14.7% | -25.9% |
| YTD | -58.3% | -50.2% | -8.2% | -53.1% |
| 1Y | -57.9% | -46.8% | -11.1% | -53.4% |
| 3Y | -24.1% | -14.8% | -9.2% | -27.3% |
| 5Y | +85.3% | +17.0% | +68.3% | +59.5% |
| All | +499.7% | +17.3% | +482.4% | +444.5% |
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