+13.5%
FTV vs IONS
+17.1%
-3.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | +0.2% | -9.4% | +9.6% | +1.3% |
| 30D | +15.7% | -10.7% | +26.4% | +17.0% |
| 3M | +7.5% | -27.7% | +35.2% | +11.1% |
| 6M | +8.5% | -48.7% | +57.2% | +15.9% |
| YTD | +18.8% | -50.2% | +69.0% | +27.1% |
| 1Y | +28.5% | -46.8% | +75.3% | +36.3% |
| 3Y | +34.0% | -14.8% | +48.8% | +29.5% |
| All | +13.5% | +17.1% | -3.6% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling