-40.2%
FIS vs IONS
+88.4%
-128.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.5% | -5.6% |
| 7D | -3.5% | -5.3% | +1.8% | -2.7% |
| 30D | -7.8% | +0.3% | -8.1% | -8.0% |
| 3M | +0.8% | -22.9% | +23.7% | +3.5% |
| 6M | -21.9% | -23.4% | +1.5% | -19.8% |
| YTD | -39.5% | -28.3% | -11.2% | -37.4% |
| 1Y | -41.0% | -7.0% | -34.0% | -41.4% |
| 3Y | -23.6% | +37.6% | -61.2% | -31.1% |
| 5Y | -65.6% | +53.4% | -119.0% | -70.3% |
| 10Y | -40.2% | +83.9% | -124.1% | -49.9% |
| All | -40.2% | +88.4% | -128.6% | -49.9% |
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