+88.4%
IONS vs FDS
+85.5%
+2.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.0% |
| 7D | -4.8% | -1.9% | -2.9% | -4.4% |
| 30D | +7.2% | +9.0% | -1.8% | +4.1% |
| 3M | -22.7% | +18.9% | -41.5% | -27.4% |
| 6M | -26.9% | +35.1% | -62.0% | -35.1% |
| YTD | -26.6% | +5.5% | -32.1% | -29.3% |
| 1Y | -2.1% | -16.8% | +14.7% | +2.7% |
| 3Y | +43.4% | -28.1% | +71.5% | +56.2% |
| 5Y | +47.0% | -17.4% | +64.4% | +46.8% |
| All | +88.4% | +85.5% | +2.9% | +9.7% |
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