+59,178.0%
FICO vs IONS
+260.9%
+58,917.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.3% |
| 7D | -0.3% | -12.6% | +12.3% | +1.2% |
| 30D | +1.7% | -11.8% | +13.5% | +3.0% |
| 3M | -35.2% | -28.4% | -6.8% | -33.0% |
| 6M | -33.7% | -48.4% | +14.8% | -29.2% |
| YTD | -58.2% | -51.0% | -7.2% | -55.2% |
| 1Y | -56.6% | -48.0% | -8.5% | -53.8% |
| 3Y | -24.0% | -17.8% | -6.2% | -24.8% |
| 5Y | +86.1% | +15.2% | +70.9% | +75.2% |
| 10Y | +522.8% | +43.0% | +479.8% | +456.0% |
| All | +59,178.0% | +260.9% | +58,917.1% | +34,024.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling