+230.6%
FIS vs IONS
+247.0%
-16.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.4% |
| 7D | -25.5% | -9.4% | -16.1% | -24.6% |
| 30D | -15.1% | -10.7% | -4.3% | -14.0% |
| 3M | -32.1% | -27.7% | -4.5% | -29.6% |
| 6M | -36.1% | -48.7% | +12.6% | -31.3% |
| YTD | -55.4% | -50.2% | -5.2% | -52.0% |
| 1Y | -53.9% | -46.8% | -7.1% | -50.9% |
| 3Y | -39.8% | -14.8% | -24.9% | -41.0% |
| 5Y | -71.1% | +17.0% | -88.1% | -73.3% |
| 10Y | -53.8% | +45.3% | -99.1% | -60.3% |
| All | +230.6% | +247.0% | -16.4% | +112.3% |
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