-59.5%
IONS vs FDS
+26.7%
-86.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.2% | -8.8% | -9.1% |
| 7D | -30.3% | -2.0% | -28.3% | -30.3% |
| 30D | -37.7% | +13.5% | -51.3% | -37.7% |
| 3M | -50.5% | +15.2% | -65.7% | -50.3% |
| 6M | -62.8% | +47.0% | -109.8% | -62.4% |
| YTD | -64.4% | +13.9% | -78.3% | -63.5% |
| 1Y | -59.5% | +25.2% | -84.6% | -58.3% |
| All | -59.5% | +26.7% | -86.1% | -58.3% |
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