-83.7%
FIG vs IONS
-11.2%
-72.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +2.1% |
| 7D | -13.1% | -9.4% | -3.7% | -13.9% |
| 30D | -13.0% | -10.7% | -2.3% | -13.9% |
| 3M | -21.5% | -27.7% | +6.1% | -23.8% |
| 6M | -2.5% | -48.7% | +46.2% | -7.6% |
| YTD | -49.7% | -50.2% | +0.5% | -52.8% |
| 1Y | -59.1% | -46.8% | -12.3% | -61.4% |
| All | -83.7% | -11.2% | -72.6% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling