+128.5%
FTV vs IONS
+27.0%
+101.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -21.4% | +24.0% | +5.2% |
| 7D | +0.4% | -24.8% | +25.2% | +3.5% |
| 30D | +17.2% | -31.5% | +48.7% | +22.2% |
| 3M | +8.9% | -45.2% | +54.1% | +16.4% |
| 6M | +11.3% | -59.1% | +70.3% | +22.7% |
| YTD | +21.9% | -60.8% | +82.8% | +35.0% |
| 1Y | +31.6% | -57.9% | +89.4% | +44.1% |
| 3Y | +38.1% | -34.5% | +72.5% | +38.7% |
| 5Y | +15.7% | -8.8% | +24.5% | +8.8% |
| 10Y | +107.5% | -19.2% | +126.7% | +98.5% |
| All | +128.5% | +27.0% | +101.5% | +120.3% |
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 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