-11.4%
IONS vs FDS
-23.2%
+11.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.4% |
| 7D | -26.3% | +1.5% | -27.7% | -26.4% |
| 30D | -31.9% | +14.8% | -46.8% | -33.4% |
| 3M | -48.0% | +16.3% | -64.3% | -49.3% |
| 6M | -62.6% | +66.2% | -128.8% | -65.9% |
| YTD | -63.3% | +16.2% | -79.5% | -64.0% |
| 1Y | -58.4% | +21.8% | -80.2% | -59.8% |
| 3Y | -38.2% | -23.9% | -14.3% | -32.4% |
| All | -11.4% | -23.2% | +11.8% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling