+453.5%
FSLR vs IONS
+92.6%
+360.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -0.1% | -4.3% | +4.1% | +0.8% |
| 30D | -14.0% | +0.4% | -14.4% | -14.2% |
| 3M | -16.9% | -24.1% | +7.2% | -13.3% |
| 6M | +4.7% | -26.4% | +31.2% | +9.8% |
| YTD | -20.7% | -29.7% | +9.0% | -16.2% |
| 1Y | +1.7% | -13.0% | +14.7% | +2.4% |
| 3Y | +13.1% | +35.0% | -22.0% | -1.0% |
| 5Y | +108.4% | +54.2% | +54.2% | +71.6% |
| All | +453.5% | +92.6% | +360.9% | +359.3% |
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 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