+93.9%
FTV vs IONS
+138.1%
-44.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -4.5% | -4.8% | +0.4% | -3.9% |
| 30D | -7.1% | +7.2% | -14.3% | -8.0% |
| 3M | -7.2% | -22.7% | +15.5% | -4.8% |
| 6M | -1.5% | -26.9% | +25.4% | +1.7% |
| YTD | +3.5% | -26.6% | +30.0% | +6.6% |
| 1Y | +20.3% | -2.1% | +22.5% | +19.2% |
| 3Y | -3.1% | +43.4% | -46.6% | -11.5% |
| 5Y | +2.3% | +47.0% | -44.6% | -8.7% |
| 10Y | +76.3% | +97.2% | -20.9% | +56.8% |
| All | +93.9% | +138.1% | -44.2% | +74.1% |
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