-55.3%
FIS vs IONS
-5.7%
-49.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -21.4% | +20.0% | +1.6% |
| 7D | -29.4% | -24.8% | -4.6% | -26.8% |
| 30D | -16.7% | -31.5% | +14.8% | -12.7% |
| 3M | -33.0% | -45.2% | +12.2% | -27.7% |
| 6M | -33.3% | -59.1% | +25.7% | -25.7% |
| YTD | -56.0% | -60.8% | +4.8% | -50.8% |
| 1Y | -54.6% | -57.9% | +3.3% | -49.8% |
| 3Y | -40.6% | -34.5% | -6.2% | -40.7% |
| 5Y | -71.9% | -8.8% | -63.1% | -74.3% |
| 10Y | -55.3% | -19.2% | -36.1% | -57.9% |
| All | -55.3% | -5.7% | -49.6% | -57.9% |
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