+102.4%
FN vs IONS
-16.4%
+118.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.6% | +10.1% | +11.3% |
| 7D | 0.0% | -9.4% | +9.4% | +2.0% |
| 30D | -34.3% | -10.7% | -23.6% | -32.7% |
| 3M | -39.9% | -27.7% | -12.2% | -36.2% |
| 6M | -51.8% | -48.7% | -3.1% | -46.4% |
| YTD | -28.1% | -50.2% | +22.0% | -19.6% |
| 1Y | -29.1% | -46.8% | +17.7% | -21.8% |
| 3Y | +102.4% | -14.8% | +117.3% | +87.8% |
| All | +102.4% | -16.4% | +118.8% | +87.8% |
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