+108.6%
FTV vs IONS
-32.1%
+140.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.7% |
| 7D | +3.9% | -26.3% | +30.2% | +7.6% |
| 30D | +18.7% | -31.9% | +50.6% | +24.2% |
| 3M | +10.0% | -48.0% | +58.0% | +19.2% |
| 6M | +14.6% | -62.6% | +77.1% | +29.1% |
| YTD | +23.4% | -63.3% | +86.7% | +39.2% |
| 1Y | +31.3% | -58.4% | +89.7% | +45.2% |
| 3Y | +39.8% | -38.2% | +78.0% | +41.3% |
| 5Y | +17.7% | -11.1% | +28.8% | +9.3% |
| All | +108.6% | -32.1% | +140.7% | +99.3% |
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