-42.5%
IONS vs FDS
+127.0%
-169.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.3% |
| 7D | -29.6% | -2.6% | -27.0% | -29.1% |
| 30D | -35.6% | +14.1% | -49.6% | -38.1% |
| 3M | -51.7% | +19.8% | -71.5% | -54.7% |
| 6M | -64.0% | +55.0% | -118.9% | -69.3% |
| YTD | -65.5% | +15.9% | -81.4% | -67.8% |
| 1Y | -62.4% | +24.2% | -86.6% | -66.1% |
| 3Y | -41.1% | -24.0% | -17.1% | -36.8% |
| 5Y | -16.5% | -23.3% | +6.9% | -12.5% |
| All | -42.5% | +127.0% | -169.5% | -67.3% |
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