-50.9%
FIX vs IONS
-48.8%
-2.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.4% | -8.2% | -11.7% |
| 7D | -27.2% | -12.6% | -14.6% | -27.8% |
| 30D | -46.9% | -11.8% | -35.1% | -47.3% |
| 3M | -44.4% | -28.4% | -16.0% | -46.1% |
| 6M | -50.9% | -48.4% | -2.5% | -58.1% |
| All | -50.9% | -48.8% | -2.1% | -58.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling