-33.5%
IONS vs FIVE
+535.9%
-569.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -29.4% | -0.5% | -28.9% | -29.6% |
| 30D | -35.1% | +17.4% | -52.5% | -37.4% |
| 3M | -48.9% | +7.0% | -55.9% | -49.8% |
| 6M | -62.4% | +20.5% | -82.9% | -64.2% |
| YTD | -64.2% | +33.1% | -97.3% | -66.8% |
| 1Y | -60.9% | +67.1% | -128.0% | -65.5% |
| 3Y | -38.9% | +41.9% | -80.8% | -47.1% |
| 5Y | -15.6% | +21.1% | -36.6% | -26.9% |
| 10Y | -33.5% | +518.8% | -552.3% | -56.6% |
| All | -33.5% | +535.9% | -569.4% | -56.6% |
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