+78.5%
FTV vs IONS
+88.4%
-9.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | -0.4% | -5.3% | +4.9% | +0.3% |
| 30D | -8.3% | +0.3% | -8.6% | -8.5% |
| 3M | -7.4% | -22.9% | +15.5% | -4.8% |
| 6M | -1.2% | -23.4% | +22.2% | +1.6% |
| YTD | +2.7% | -28.3% | +31.0% | +6.4% |
| 1Y | +18.4% | -7.0% | +25.5% | +18.0% |
| 3Y | -2.0% | +37.6% | -39.7% | -10.7% |
| 5Y | +3.4% | +53.4% | -50.0% | -9.5% |
| 10Y | +78.5% | +83.9% | -5.5% | +51.0% |
| All | +78.5% | +88.4% | -9.9% | +51.0% |
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