-39.8%
FIS vs IONS
-16.4%
-23.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | -25.5% | -9.4% | -16.1% | -25.3% |
| 30D | -15.1% | -10.7% | -4.3% | -14.8% |
| 3M | -32.1% | -27.7% | -4.5% | -31.6% |
| 6M | -36.1% | -48.7% | +12.6% | -35.0% |
| YTD | -55.4% | -50.2% | -5.2% | -54.6% |
| 1Y | -53.9% | -46.8% | -7.1% | -53.2% |
| 3Y | -39.8% | -14.8% | -24.9% | -42.3% |
| All | -39.8% | -16.4% | -23.4% | -42.3% |
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