+565.2%
FLEX vs IONS
+17.3%
+547.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.2% |
| 7D | -19.3% | -9.4% | -9.9% | -17.4% |
| 30D | -41.5% | -10.7% | -30.8% | -39.9% |
| 3M | -43.1% | -27.7% | -15.5% | -39.0% |
| 6M | -48.2% | -48.7% | +0.5% | -41.0% |
| YTD | +15.5% | -50.2% | +65.7% | +32.3% |
| 1Y | +10.2% | -46.8% | +57.0% | +24.1% |
| 3Y | +256.8% | -14.8% | +271.6% | +243.8% |
| 5Y | +408.2% | +17.0% | +391.2% | +336.7% |
| All | +565.2% | +17.3% | +547.9% | +501.0% |
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