+51.1%
IONS vs FDS
+10,549.7%
-10,498.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.4% |
| 7D | -29.4% | -2.1% | -27.3% | -29.0% |
| 30D | -35.1% | +16.0% | -51.1% | -38.4% |
| 3M | -48.9% | +18.8% | -67.7% | -52.3% |
| 6M | -62.4% | +54.1% | -116.5% | -68.2% |
| YTD | -64.2% | +17.0% | -81.2% | -67.4% |
| 1Y | -60.9% | +25.5% | -86.4% | -65.4% |
| 3Y | -38.9% | -23.3% | -15.6% | -37.4% |
| 5Y | -15.6% | -22.6% | +7.0% | -14.7% |
| 10Y | -33.5% | +130.2% | -163.7% | -54.8% |
| All | +51.1% | +10,549.7% | -10,498.6% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling