-46.8%
IONS vs FDS
+29.3%
-76.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.5% |
| 7D | -9.4% | -0.5% | -8.9% | -9.4% |
| 30D | -10.7% | +20.2% | -30.9% | -10.5% |
| 3M | -27.7% | +19.9% | -47.5% | -27.4% |
| 6M | -48.7% | +56.2% | -104.9% | -48.0% |
| YTD | -50.2% | +14.6% | -64.7% | -49.4% |
| 1Y | -46.8% | +31.6% | -78.4% | -44.3% |
| All | -46.8% | +29.3% | -76.1% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling