+2.0%
FISV vs IONS
+87.6%
-85.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.6% | +8.0% | +5.8% |
| 7D | -2.7% | -6.7% | +4.0% | -1.7% |
| 30D | 0.0% | -4.1% | +4.1% | +0.5% |
| 3M | -2.8% | -26.6% | +23.8% | +0.6% |
| 6M | -11.8% | -27.5% | +15.7% | -8.7% |
| YTD | -23.2% | -31.5% | +8.3% | -20.0% |
| 1Y | -62.0% | -15.3% | -46.6% | -61.6% |
| 3Y | -57.6% | +31.3% | -88.9% | -61.4% |
| 5Y | -53.4% | +50.2% | -103.6% | -59.6% |
| All | +2.0% | +87.6% | -85.7% | -12.6% |
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 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