-33.7%
FICO vs IONS
-48.8%
+15.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +0.6% |
| 7D | -0.3% | -12.6% | +12.3% | -1.5% |
| 30D | +1.7% | -11.8% | +13.5% | +0.5% |
| 3M | -35.2% | -28.4% | -6.8% | -36.5% |
| 6M | -33.7% | -48.4% | +14.8% | -32.6% |
| All | -33.7% | -48.8% | +15.2% | -32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling