-51.1%
FLUT vs IONS
+47.7%
-98.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | -4.8% | +3.2% | -0.9% |
| 30D | +7.7% | +7.2% | +0.6% | +6.5% |
| 3M | -0.7% | -22.7% | +22.0% | +2.2% |
| 6M | -11.2% | -26.9% | +15.7% | -7.8% |
| YTD | -53.4% | -26.6% | -26.9% | -51.9% |
| 1Y | -65.8% | -2.1% | -63.6% | -66.4% |
| 3Y | -44.9% | +43.4% | -88.4% | -52.6% |
| All | -51.1% | +47.7% | -98.8% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling