+90.1%
FOXA vs IONS
-24.8%
+114.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.7% | +2.2% |
| 7D | -3.7% | -4.3% | +0.5% | -3.1% |
| 30D | +5.4% | +0.4% | +4.9% | +5.2% |
| 3M | -3.7% | -24.1% | +20.4% | -0.7% |
| 6M | +12.6% | -26.4% | +39.0% | +16.5% |
| YTD | -10.0% | -29.7% | +19.7% | -6.3% |
| 1Y | +15.0% | -13.0% | +28.1% | +15.5% |
| 3Y | +115.1% | +35.0% | +80.1% | +92.8% |
| 5Y | +93.0% | +54.2% | +38.8% | +63.0% |
| All | +90.1% | -24.8% | +114.9% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling