-61.0%
FND vs IONS
+51.6%
-112.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -4.1% |
| 7D | +0.4% | -5.3% | +5.7% | +1.5% |
| 30D | -23.6% | +0.3% | -23.8% | -23.7% |
| 3M | +4.3% | -22.9% | +27.2% | +8.6% |
| 6M | -20.3% | -23.4% | +3.1% | -16.9% |
| YTD | -21.3% | -28.3% | +7.0% | -16.8% |
| 1Y | -45.4% | -7.0% | -38.3% | -45.9% |
| 3Y | -48.9% | +37.6% | -86.5% | -57.7% |
| 5Y | -61.0% | +53.4% | -114.4% | -70.7% |
| All | -61.0% | +51.6% | -112.6% | -70.7% |
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