+655.5%
FN vs IONS
+15.4%
+640.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.4% | -10.9% | -13.5% |
| 7D | -16.0% | -12.6% | -3.4% | -13.4% |
| 30D | -40.1% | -11.8% | -28.3% | -38.4% |
| 3M | -43.9% | -28.4% | -15.5% | -39.9% |
| 6M | -55.6% | -48.4% | -7.2% | -49.7% |
| YTD | -35.7% | -51.0% | +15.3% | -26.3% |
| 1Y | -39.8% | -48.0% | +8.2% | -32.0% |
| 3Y | +80.3% | -17.8% | +98.0% | +76.5% |
| 5Y | +143.3% | +15.2% | +128.1% | +113.1% |
| All | +655.5% | +15.4% | +640.0% | +565.1% |
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