-23.8%
FICO vs IONS
-17.7%
-6.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.2% |
| 7D | -0.3% | -12.6% | +12.3% | +0.8% |
| 30D | +1.7% | -11.8% | +13.5% | +2.6% |
| 3M | -35.2% | -28.4% | -6.8% | -33.4% |
| 6M | -33.7% | -48.4% | +14.8% | -29.9% |
| YTD | -58.2% | -51.0% | -7.2% | -55.7% |
| 1Y | -56.6% | -48.0% | -8.5% | -54.4% |
| All | -23.8% | -17.7% | -6.0% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling