-15.3%
IONS vs FIVE
+18.8%
-34.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.1% | -9.0% | -9.0% |
| 7D | -30.3% | +7.3% | -37.6% | -31.4% |
| 30D | -37.7% | +18.1% | -55.8% | -39.8% |
| 3M | -50.5% | +7.7% | -58.2% | -51.3% |
| 6M | -62.8% | +13.6% | -76.4% | -64.0% |
| YTD | -64.4% | +34.6% | -99.0% | -66.8% |
| 1Y | -59.5% | +66.2% | -125.7% | -63.8% |
| 3Y | -39.2% | +43.5% | -82.7% | -46.4% |
| 5Y | -15.3% | +20.7% | -36.0% | -20.3% |
| All | -15.3% | +18.8% | -34.2% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling