-18.5%
FIS vs IONS
+43.7%
-62.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +1.1% | -4.8% | +5.9% | +1.2% |
| 30D | -2.2% | +7.2% | -9.4% | -2.5% |
| 3M | +2.1% | -22.7% | +24.8% | +2.8% |
| 6M | -14.7% | -26.9% | +12.2% | -13.9% |
| YTD | -35.7% | -26.6% | -9.1% | -35.1% |
| 1Y | -37.1% | -2.1% | -34.9% | -37.5% |
| All | -18.5% | +43.7% | -62.2% | -23.2% |
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