+25.2%
IONS vs FGI
-70.6%
+95.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | -9.4% | -7.0% | -2.5% | -9.4% |
| 30D | -10.7% | -4.2% | -6.5% | -10.7% |
| 3M | -27.7% | +55.6% | -83.3% | -27.8% |
| 6M | -48.7% | -3.2% | -45.5% | -48.6% |
| YTD | -50.2% | +29.1% | -79.3% | -50.4% |
| 1Y | -46.8% | +51.0% | -97.8% | -47.2% |
| 3Y | -14.8% | +1.5% | -16.4% | -15.9% |
| All | +25.2% | -70.6% | +95.8% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling