+84.5%
IONS vs FGI
-70.4%
+154.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.1% |
| 7D | -4.8% | +0.5% | -5.4% | -4.8% |
| 30D | +7.2% | +65.4% | -58.2% | +6.9% |
| 3M | -22.7% | +23.5% | -46.2% | -22.7% |
| 6M | -26.9% | +60.5% | -87.4% | -27.3% |
| YTD | -26.6% | +30.0% | -56.6% | -26.9% |
| 1Y | -2.1% | +82.1% | -84.2% | -3.7% |
| 3Y | +43.4% | -4.4% | +47.8% | +42.2% |
| All | +84.5% | -70.4% | +154.9% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling