-12.5%
IONS vs FIGR
+5.9%
-18.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -8.7% | +14.9% | -23.5% | -8.5% |
| 30D | -1.6% | +32.3% | -33.9% | -1.2% |
| 3M | -24.9% | +34.8% | -59.7% | -24.6% |
| 6M | -25.7% | +16.8% | -42.5% | -25.3% |
| YTD | -29.2% | -6.7% | -22.5% | -30.1% |
| All | -12.5% | +5.9% | -18.4% | -12.7% |
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