+285.6%
FITB vs IONS
+84.6%
+201.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -0.4% | -8.7% | +8.3% | +1.3% |
| 30D | -5.1% | -1.6% | -3.5% | -5.0% |
| 3M | +3.5% | -24.9% | +28.4% | +7.9% |
| 6M | +17.2% | -25.7% | +42.9% | +22.2% |
| YTD | +17.6% | -29.2% | +46.8% | +23.6% |
| 1Y | +23.4% | -13.0% | +36.4% | +24.1% |
| 3Y | +129.7% | +35.9% | +93.8% | +102.2% |
| 5Y | +68.4% | +54.5% | +13.9% | +39.6% |
| 10Y | +285.6% | +93.1% | +192.5% | +194.0% |
| All | +285.6% | +84.6% | +201.1% | +194.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling