+22.7%
IONS vs FDS
+135.4%
-112.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +2.6% |
| 7D | -9.4% | -0.5% | -8.9% | -9.4% |
| 30D | -10.7% | +20.2% | -30.9% | -15.8% |
| 3M | -27.7% | +19.9% | -47.5% | -32.2% |
| 6M | -48.7% | +56.2% | -104.9% | -56.6% |
| YTD | -50.2% | +14.6% | -64.7% | -53.5% |
| 1Y | -46.8% | +31.6% | -78.4% | -53.2% |
| 3Y | -14.8% | -23.8% | +9.0% | -9.0% |
| 5Y | +17.0% | -22.6% | +39.6% | +21.6% |
| All | +22.7% | +135.4% | -112.6% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling