-19.2%
IONS vs FIVE
+596.6%
-615.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.6% | -27.0% | -22.5% |
| 7D | -24.8% | +6.2% | -31.0% | -26.0% |
| 30D | -31.5% | +18.2% | -49.7% | -34.1% |
| 3M | -45.2% | +3.8% | -49.0% | -45.9% |
| 6M | -59.1% | +13.7% | -72.8% | -60.6% |
| YTD | -60.8% | +34.7% | -95.5% | -63.8% |
| 1Y | -57.9% | +66.6% | -124.5% | -62.8% |
| 3Y | -34.5% | +44.3% | -78.8% | -43.5% |
| 5Y | -8.8% | +18.8% | -27.6% | -20.7% |
| 10Y | -19.2% | +569.2% | -588.4% | -49.9% |
| All | -19.2% | +596.6% | -615.8% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling