-58.4%
FICO vs IONS
-59.8%
+1.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.1% | +10.0% | +0.4% |
| 7D | +0.9% | -30.3% | +31.1% | -0.9% |
| 30D | +9.4% | -37.7% | +47.2% | +7.2% |
| 3M | -30.4% | -50.5% | +20.1% | -31.5% |
| 6M | -35.1% | -62.8% | +27.7% | -35.6% |
| YTD | -56.8% | -64.4% | +7.6% | -58.4% |
| 1Y | -58.4% | -59.5% | +1.1% | -62.1% |
| All | -58.4% | -59.8% | +1.4% | -62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling