+1,737.6%
FTI vs IONS
+136.9%
+1,600.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.2% |
| 7D | +5.4% | -29.6% | +35.0% | +10.7% |
| 30D | -8.2% | -35.6% | +27.4% | -2.3% |
| 3M | -13.7% | -51.7% | +38.0% | -4.3% |
| 6M | -11.2% | -64.0% | +52.8% | +2.2% |
| YTD | +46.0% | -65.5% | +111.5% | +68.8% |
| 1Y | +51.8% | -62.4% | +114.2% | +73.0% |
| 3Y | +206.7% | -41.1% | +247.8% | +215.7% |
| 5Y | +862.0% | -16.5% | +878.5% | +815.4% |
| 10Y | +182.3% | -35.8% | +218.1% | +165.7% |
| All | +1,737.6% | +136.9% | +1,600.8% | +956.7% |
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 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