-55.8%
IONS vs FIGR
-32.8%
-23.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.5% |
| 7D | -29.4% | +5.1% | -34.5% | -29.4% |
| 30D | -35.1% | -15.0% | -20.1% | -35.1% |
| 3M | -48.9% | -13.1% | -35.8% | -48.7% |
| 6M | -62.4% | -37.9% | -24.5% | -62.4% |
| YTD | -64.2% | -40.8% | -23.4% | -64.7% |
| 1Y | -60.9% | -33.1% | -27.8% | -61.6% |
| All | -55.8% | -32.8% | -23.0% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling