+1,005.1%
FLEX vs IONS
+98.1%
+907.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -0.9% | -4.8% | +4.0% | +0.1% |
| 30D | -10.1% | +7.2% | -17.3% | -11.7% |
| 3M | -31.3% | -22.7% | -8.7% | -28.7% |
| 6M | +71.3% | -26.9% | +98.2% | +80.2% |
| YTD | +81.2% | -26.6% | +107.8% | +90.2% |
| 1Y | +98.5% | -2.1% | +100.6% | +94.3% |
| 3Y | +428.2% | +43.4% | +384.8% | +350.4% |
| 5Y | +657.3% | +47.0% | +610.3% | +520.9% |
| All | +1,005.1% | +98.1% | +907.0% | +775.4% |
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 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