+420.4%
FIX vs IONS
-17.7%
+438.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.4% | -8.2% | -11.1% |
| 7D | -27.2% | -12.6% | -14.6% | -25.8% |
| 30D | -46.9% | -11.8% | -35.1% | -45.9% |
| 3M | -44.4% | -28.4% | -16.0% | -41.9% |
| 6M | -50.9% | -48.4% | -2.5% | -47.1% |
| YTD | +3.5% | -51.0% | +54.5% | +12.5% |
| 1Y | -2.1% | -48.0% | +45.9% | +5.3% |
| All | +420.4% | -17.7% | +438.1% | +364.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling