+2,159.9%
FTI vs IONS
+403.8%
+1,756.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +5.3% | -4.8% | +10.1% | +6.1% |
| 30D | +15.3% | +7.2% | +8.1% | +13.9% |
| 3M | +15.8% | -22.7% | +38.4% | +19.3% |
| 6M | +22.6% | -26.9% | +49.5% | +27.2% |
| YTD | +79.5% | -26.6% | +106.1% | +86.1% |
| 1Y | +102.0% | -2.1% | +104.1% | +99.4% |
| 3Y | +315.8% | +43.4% | +272.4% | +274.1% |
| 5Y | +1,129.5% | +47.0% | +1,082.5% | +978.6% |
| 10Y | +320.9% | +97.2% | +223.8% | +233.5% |
| All | +2,159.9% | +403.8% | +1,756.1% | +1,065.1% |
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