-31.2%
IONS vs FDS
+127.5%
-158.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.2% | -8.8% | -9.0% |
| 7D | -30.3% | -2.0% | -28.3% | -29.9% |
| 30D | -37.7% | +13.5% | -51.3% | -40.2% |
| 3M | -50.5% | +15.2% | -65.7% | -53.0% |
| 6M | -62.8% | +47.0% | -109.8% | -67.7% |
| YTD | -64.4% | +13.9% | -78.3% | -66.6% |
| 1Y | -59.5% | +25.2% | -84.6% | -63.6% |
| 3Y | -39.2% | -25.3% | -13.8% | -34.5% |
| 5Y | -15.3% | -23.3% | +8.0% | -11.7% |
| 10Y | -31.2% | +126.0% | -157.2% | -59.3% |
| All | -31.2% | +127.5% | -158.6% | -59.3% |
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