-100.0%
DFNS vs IONS
-16.4%
-83.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.6% | -13.8% | -11.9% |
| 7D | -44.0% | -9.4% | -34.6% | -45.1% |
| 30D | -69.1% | -10.7% | -58.4% | -69.8% |
| 3M | -95.6% | -27.7% | -68.0% | -95.9% |
| 6M | -96.2% | -48.7% | -47.5% | -96.8% |
| YTD | -99.6% | -50.2% | -49.4% | -99.7% |
| 1Y | -99.7% | -46.8% | -52.9% | -99.8% |
| 3Y | -100.0% | -14.8% | -85.1% | -100.0% |
| All | -100.0% | -16.4% | -83.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling