+894.6%
FIX vs IONS
+13.2%
+881.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -46.0% |
| 3M | -44.4% | -28.4% | -16.0% | -42.0% |
| 6M | -50.9% | -48.4% | -2.5% | -47.2% |
| YTD | +3.5% | -51.0% | +54.5% | +12.3% |
| 1Y | -2.1% | -48.0% | +45.9% | +5.2% |
| 3Y | +418.7% | -17.8% | +436.5% | +397.6% |
| 5Y | +894.6% | +15.2% | +879.4% | +802.4% |
| All | +894.6% | +13.2% | +881.4% | +802.4% |
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