-62.4%
IONS vs FGI
+51.2%
-113.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.2% | -9.8% | -3.6% |
| 7D | -29.6% | +13.5% | -43.1% | -29.5% |
| 30D | -35.6% | +17.1% | -52.7% | -35.5% |
| 3M | -51.7% | +78.0% | -129.7% | -51.4% |
| 6M | -64.0% | +46.4% | -110.4% | -63.6% |
| YTD | -65.5% | +47.7% | -113.2% | -65.2% |
| 1Y | -62.4% | +56.8% | -119.2% | -63.2% |
| All | -62.4% | +51.2% | -113.6% | -63.2% |
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