-46.8%
IONS vs FIVE
+55.9%
-102.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | -9.4% | -0.3% | -9.1% | -9.4% |
| 30D | -10.7% | +17.7% | -28.4% | -12.3% |
| 3M | -27.7% | +4.0% | -31.6% | -27.8% |
| 6M | -48.7% | +2.6% | -51.3% | -47.5% |
| YTD | -50.2% | +27.6% | -77.7% | -53.2% |
| 1Y | -46.8% | +59.9% | -106.7% | -55.4% |
| All | -46.8% | +55.9% | -102.7% | -55.4% |
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