+13.0%
IONS vs FIVE
+14.2%
-1.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -9.4% | -0.3% | -9.1% | -9.4% |
| 30D | -10.7% | +17.7% | -28.4% | -13.4% |
| 3M | -27.7% | +4.0% | -31.6% | -28.3% |
| 6M | -48.7% | +2.6% | -51.3% | -49.3% |
| YTD | -50.2% | +27.6% | -77.7% | -53.0% |
| 1Y | -46.8% | +59.9% | -106.7% | -52.1% |
| 3Y | -14.8% | +35.8% | -50.6% | -24.0% |
| All | +13.0% | +14.2% | -1.1% | +7.3% |
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