-99.9%
DFNS vs IONS
-4.8%
-95.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -16.0% | -4.8% | -11.1% | -16.4% |
| 30D | -77.7% | +7.2% | -84.9% | -77.4% |
| 3M | -77.2% | -22.7% | -54.5% | -78.0% |
| 6M | -95.2% | -26.9% | -68.3% | -95.4% |
| YTD | -98.0% | -26.6% | -71.4% | -98.1% |
| 1Y | -98.3% | -2.1% | -96.1% | -98.3% |
| 3Y | -99.9% | +43.4% | -143.3% | -99.9% |
| 5Y | -99.9% | +47.0% | -146.8% | -99.8% |
| All | -99.9% | -4.8% | -95.1% | -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 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