+3,078.0%
FN vs IONS
+324.9%
+2,753.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.9% |
| 7D | -7.0% | -10.6% | +3.6% | -5.3% |
| 30D | -24.7% | -7.7% | -17.0% | -23.7% |
| 3M | -35.7% | -27.1% | -8.6% | -32.6% |
| 6M | -52.4% | -46.8% | -5.6% | -48.1% |
| YTD | -25.0% | -49.2% | +24.3% | -17.7% |
| 1Y | -25.7% | -44.9% | +19.2% | -19.5% |
| 3Y | +110.2% | -14.9% | +125.1% | +107.3% |
| 5Y | +192.3% | +15.9% | +176.4% | +169.8% |
| 10Y | +812.3% | +48.0% | +764.3% | +701.1% |
| All | +3,078.0% | +324.9% | +2,753.2% | +1,588.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling