+71.6%
FITB vs IONS
+47.7%
+23.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.6% | -4.8% | +5.5% | +1.3% |
| 30D | -4.7% | +7.2% | -11.9% | -5.7% |
| 3M | +6.7% | -22.7% | +29.4% | +9.5% |
| 6M | +12.6% | -26.9% | +39.4% | +16.4% |
| YTD | +19.1% | -26.6% | +45.7% | +22.9% |
| 1Y | +22.6% | -2.1% | +24.8% | +20.7% |
| 3Y | +127.1% | +43.4% | +83.7% | +102.1% |
| All | +71.6% | +47.7% | +23.9% | +52.3% |
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 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