+106.6%
FTV vs IONS
-27.6%
+134.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.1% | +10.0% | +2.1% |
| 7D | +1.4% | -30.3% | +31.6% | +5.8% |
| 30D | +18.3% | -37.7% | +56.0% | +25.3% |
| 3M | +9.8% | -50.5% | +60.3% | +19.7% |
| 6M | +12.3% | -62.8% | +75.1% | +26.5% |
| YTD | +23.1% | -64.4% | +87.4% | +39.3% |
| 1Y | +32.5% | -59.5% | +92.0% | +47.0% |
| 3Y | +38.3% | -39.2% | +77.5% | +40.1% |
| 5Y | +16.8% | -15.3% | +32.2% | +9.4% |
| 10Y | +106.6% | -31.2% | +137.7% | +98.3% |
| All | +106.6% | -27.6% | +134.2% | +98.3% |
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