+2,105.4%
FIX vs IONS
+47.7%
+2,057.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | -4.8% | +10.9% | +6.7% |
| 30D | -7.2% | +7.2% | -14.4% | -8.2% |
| 3M | -15.9% | -22.7% | +6.8% | -14.1% |
| 6M | +12.7% | -26.9% | +39.6% | +16.1% |
| YTD | +72.8% | -26.6% | +99.4% | +77.8% |
| 1Y | +122.9% | -2.1% | +125.0% | +119.3% |
| 3Y | +774.3% | +43.4% | +730.9% | +678.3% |
| All | +2,105.4% | +47.7% | +2,057.7% | +1,776.5% |
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