+8.4%
FLR vs IONS
-27.6%
+36.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.1% | +9.3% | +2.0% |
| 7D | +5.1% | -30.3% | +35.4% | +11.8% |
| 30D | -0.5% | -37.7% | +37.3% | +8.3% |
| 3M | -3.5% | -50.5% | +47.0% | +9.9% |
| 6M | +16.5% | -62.8% | +79.2% | +39.0% |
| YTD | +27.3% | -64.4% | +91.6% | +53.2% |
| 1Y | +10.6% | -59.5% | +70.1% | +29.3% |
| 3Y | +39.4% | -39.2% | +78.6% | +42.8% |
| 5Y | +126.4% | -15.3% | +141.7% | +104.2% |
| 10Y | +8.4% | -31.2% | +39.5% | +4.0% |
| All | +8.4% | -27.6% | +36.0% | +4.0% |
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