-99.9%
DFNS vs IONS
-7.0%
-92.8%
-100.0%
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% | -1.1% |
| 7D | +0.8% | -5.3% | +6.1% | +0.2% |
| 30D | -73.2% | +0.3% | -73.5% | -73.1% |
| 3M | -72.4% | -22.9% | -49.6% | -73.5% |
| 6M | -95.2% | -23.4% | -71.8% | -95.4% |
| YTD | -98.0% | -28.3% | -69.7% | -98.1% |
| 1Y | -98.3% | -7.0% | -91.2% | -98.3% |
| 3Y | -99.9% | +37.6% | -137.5% | -99.9% |
| 5Y | -99.9% | +53.4% | -153.3% | -99.8% |
| All | -99.9% | -7.0% | -92.8% | -99.8% |
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