-44.9%
IONS vs FDS
+31.1%
-76.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.6% |
| 7D | -10.6% | +9.4% | -20.0% | -10.4% |
| 30D | -7.7% | +23.8% | -31.5% | -7.3% |
| 3M | -27.1% | +25.1% | -52.2% | -26.8% |
| 6M | -46.8% | +53.8% | -100.6% | -46.1% |
| YTD | -49.2% | +19.6% | -68.8% | -48.4% |
| 1Y | -44.9% | +31.6% | -76.6% | -43.2% |
| All | -44.9% | +31.1% | -76.0% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling