-26.8%
FLUT vs IONS
-32.1%
+5.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -1.5% |
| 7D | -0.7% | -26.3% | +25.6% | +1.4% |
| 30D | +9.3% | -31.9% | +41.2% | +12.3% |
| 3M | -17.5% | -48.0% | +30.5% | -13.4% |
| 6M | -14.6% | -62.6% | +47.9% | -8.3% |
| YTD | -62.3% | -63.3% | +1.0% | -59.5% |
| 1Y | -59.6% | -58.4% | -1.2% | -57.2% |
| 3Y | -45.3% | -38.2% | -7.1% | -45.2% |
| 5Y | -50.4% | -11.1% | -39.3% | -52.0% |
| All | -26.8% | -32.1% | +5.3% | -30.4% |
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