+3,653.2%
FIX vs IONS
+17.3%
+3,635.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.2% |
| 7D | -17.5% | -9.4% | -8.0% | -16.0% |
| 30D | -41.6% | -10.7% | -30.8% | -40.4% |
| 3M | -40.6% | -27.7% | -12.9% | -37.5% |
| 6M | -49.4% | -48.7% | -0.7% | -44.3% |
| YTD | +9.2% | -50.2% | +59.3% | +20.7% |
| 1Y | +6.5% | -46.8% | +53.3% | +16.3% |
| 3Y | +448.7% | -14.8% | +463.6% | +432.4% |
| 5Y | +948.7% | +17.0% | +931.7% | +828.0% |
| All | +3,653.2% | +17.3% | +3,635.9% | +2,950.7% |
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