-44.9%
IONS vs FIVE
+63.3%
-108.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.4% | -1.5% |
| 7D | -10.6% | +7.5% | -18.1% | -11.4% |
| 30D | -7.7% | +16.7% | -24.4% | -9.4% |
| 3M | -27.1% | +13.4% | -40.5% | -27.7% |
| 6M | -46.8% | +9.0% | -55.8% | -46.1% |
| YTD | -49.2% | +33.8% | -83.0% | -52.4% |
| 1Y | -44.9% | +61.2% | -106.1% | -52.7% |
| All | -44.9% | +63.3% | -108.2% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling