-70.8%
FIS vs IONS
-11.8%
-59.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.4% | -2.2% | +3.5% |
| 7D | +2.8% | -26.3% | +29.1% | +5.8% |
| 30D | -16.7% | -31.9% | +15.2% | -13.7% |
| 3M | -32.3% | -48.0% | +15.7% | -27.9% |
| 6M | -29.1% | -62.6% | +33.5% | -22.2% |
| YTD | -54.1% | -63.3% | +9.1% | -49.7% |
| 1Y | -53.7% | -58.4% | +4.7% | -50.1% |
| 3Y | -38.8% | -38.2% | -0.6% | -39.5% |
| All | -70.8% | -11.8% | -59.0% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling