-56.0%
IONS vs FIGR
-35.2%
-20.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.8% | -4.3% | -9.1% |
| 7D | -30.3% | +5.6% | -35.9% | -30.2% |
| 30D | -37.7% | -18.2% | -19.5% | -37.7% |
| 3M | -50.5% | -19.0% | -31.5% | -50.3% |
| 6M | -62.8% | -38.0% | -24.8% | -62.7% |
| YTD | -64.4% | -42.9% | -21.5% | -64.9% |
| 1Y | -59.5% | -37.9% | -21.5% | -60.2% |
| All | -56.0% | -35.2% | -20.8% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling