-19.2%
IONS vs FDS
+135.1%
-154.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -0.4% | -21.0% | -21.3% |
| 7D | -24.8% | -5.0% | -19.9% | -23.8% |
| 30D | -31.5% | +13.8% | -45.3% | -34.3% |
| 3M | -45.2% | +14.8% | -60.0% | -47.9% |
| 6M | -59.1% | +47.4% | -106.4% | -64.5% |
| YTD | -60.8% | +14.2% | -75.0% | -63.4% |
| 1Y | -57.9% | +26.6% | -84.5% | -62.3% |
| 3Y | -34.5% | -24.4% | -10.0% | -29.8% |
| 5Y | -8.8% | -22.6% | +13.8% | -5.2% |
| 10Y | -19.2% | +130.0% | -149.2% | -54.6% |
| All | -19.2% | +135.1% | -154.3% | -54.6% |
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