+56.7%
FND vs IONS
+23.3%
+33.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -5.2% | -4.8% | -0.4% | -4.0% |
| 30D | -19.9% | +7.2% | -27.1% | -21.5% |
| 3M | +2.7% | -22.7% | +25.4% | +7.8% |
| 6M | -21.7% | -26.9% | +5.2% | -16.5% |
| YTD | -17.5% | -26.6% | +9.1% | -12.4% |
| 1Y | -39.3% | -2.1% | -37.2% | -40.7% |
| 3Y | -49.8% | +43.4% | -93.2% | -59.2% |
| 5Y | -60.1% | +47.0% | -107.1% | -68.9% |
| All | +56.7% | +23.3% | +33.5% | +18.3% |
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