+1,168.7%
FTI vs IONS
+51.6%
+1,117.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.8% |
| 7D | -0.2% | -5.3% | +5.1% | +0.6% |
| 30D | +12.3% | +0.3% | +12.1% | +12.1% |
| 3M | +13.8% | -22.9% | +36.6% | +17.0% |
| 6M | +24.3% | -23.4% | +47.7% | +27.7% |
| YTD | +75.8% | -28.3% | +104.1% | +82.5% |
| 1Y | +99.6% | -7.0% | +106.7% | +97.8% |
| 3Y | +278.4% | +37.6% | +240.8% | +232.1% |
| 5Y | +1,168.7% | +53.4% | +1,115.3% | +951.5% |
| All | +1,168.7% | +51.6% | +1,117.1% | +951.5% |
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 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