-38.2%
IONS vs FIVE
+40.0%
-78.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.4% |
| 7D | -26.3% | +2.7% | -28.9% | -26.7% |
| 30D | -31.9% | +12.7% | -44.6% | -33.3% |
| 3M | -48.0% | +2.1% | -50.0% | -48.3% |
| 6M | -62.6% | +17.5% | -80.0% | -63.7% |
| YTD | -63.3% | +31.0% | -94.2% | -65.2% |
| 1Y | -58.4% | +67.7% | -126.1% | -62.1% |
| 3Y | -38.2% | +43.4% | -81.6% | -49.6% |
| All | -38.2% | +40.0% | -78.2% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling