-58.4%
IONS vs FGI
+17.8%
-76.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -25.2% | +31.6% | +6.1% |
| 7D | -26.3% | -14.4% | -11.9% | -26.4% |
| 30D | -31.9% | -11.8% | -20.2% | -32.0% |
| 3M | -48.0% | -46.2% | -1.7% | -48.2% |
| 6M | -62.6% | +5.2% | -67.7% | -62.2% |
| YTD | -63.3% | +10.5% | -73.8% | -63.0% |
| 1Y | -58.4% | +25.5% | -83.9% | -58.3% |
| All | -58.4% | +17.8% | -76.1% | -58.3% |
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