-9.2%
FLUT vs IONS
+88.4%
-97.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.8% |
| 7D | +3.8% | -5.3% | +9.1% | +4.2% |
| 30D | +6.3% | +0.3% | +6.0% | +6.2% |
| 3M | -4.0% | -22.9% | +18.8% | -2.5% |
| 6M | -10.3% | -23.4% | +13.1% | -8.9% |
| YTD | -53.2% | -28.3% | -24.9% | -52.2% |
| 1Y | -65.0% | -7.0% | -58.0% | -65.1% |
| 3Y | -43.9% | +37.6% | -81.5% | -47.0% |
| 5Y | -49.2% | +53.4% | -102.6% | -52.8% |
| 10Y | -9.2% | +83.9% | -93.1% | -16.0% |
| All | -9.2% | +88.4% | -97.6% | -16.0% |
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