+160.3%
FN vs IONS
+43.7%
+116.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | -1.7% | -4.8% | +3.2% | -0.8% |
| 30D | -22.0% | +7.2% | -29.2% | -23.1% |
| 3M | -43.0% | -22.7% | -20.3% | -41.3% |
| 6M | -27.7% | -26.9% | -0.9% | -24.8% |
| YTD | -10.5% | -26.6% | +16.1% | -7.1% |
| 1Y | +12.5% | -2.1% | +14.6% | +10.2% |
| All | +160.3% | +43.7% | +116.6% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling