+20.2%
FLR vs IONS
+84.6%
-64.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -2.9% |
| 7D | -3.1% | -8.7% | +5.5% | -1.3% |
| 30D | +4.9% | -1.6% | +6.6% | +5.1% |
| 3M | +10.8% | -24.9% | +35.7% | +16.1% |
| 6M | +19.7% | -25.7% | +45.3% | +25.5% |
| YTD | +38.4% | -29.2% | +67.5% | +46.6% |
| 1Y | +34.7% | -13.0% | +47.7% | +36.1% |
| 3Y | +56.7% | +35.9% | +20.7% | +37.0% |
| 5Y | +241.6% | +54.5% | +187.1% | +176.9% |
| 10Y | +20.2% | +93.1% | -72.9% | -6.4% |
| All | +20.2% | +84.6% | -64.4% | -6.4% |
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