+47.5%
FITB vs IONS
-11.8%
+59.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +0.3% |
| 7D | +2.8% | -26.3% | +29.0% | +6.3% |
| 30D | +9.8% | -31.9% | +41.7% | +14.7% |
| 3M | -5.2% | -48.0% | +42.8% | +2.7% |
| 6M | +17.3% | -62.6% | +79.9% | +31.9% |
| YTD | +19.3% | -63.3% | +82.6% | +34.2% |
| 1Y | +32.7% | -58.4% | +91.1% | +46.2% |
| 3Y | +141.6% | -38.2% | +179.8% | +140.7% |
| All | +47.5% | -11.8% | +59.3% | +36.8% |
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