-61.1%
IONS vs FGI
+41.8%
-102.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.1% | -8.9% | -9.1% |
| 7D | -30.3% | -4.1% | -26.2% | -30.3% |
| 30D | -37.7% | -3.4% | -34.4% | -37.7% |
| 3M | -50.5% | +61.8% | -112.3% | -50.3% |
| 6M | -62.8% | +17.0% | -79.8% | -62.4% |
| YTD | -64.4% | +31.4% | -95.8% | -64.1% |
| All | -61.1% | +41.8% | -102.9% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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