+14.4%
FIX vs IONS
-44.5%
+58.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.7% | -14.4% | -15.0% |
| 7D | -18.9% | -10.6% | -8.3% | -18.0% |
| 30D | -36.3% | -7.7% | -28.6% | -35.7% |
| 3M | -38.5% | -27.1% | -11.4% | -37.1% |
| 6M | -42.3% | -46.8% | +4.5% | -42.5% |
| YTD | +17.1% | -49.2% | +66.3% | +19.2% |
| 1Y | +14.4% | -44.9% | +59.3% | +10.1% |
| All | +14.4% | -44.5% | +58.9% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling