-16.5%
IONS vs FIVE
+18.5%
-35.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.3% |
| 7D | -29.6% | +2.4% | -32.1% | -30.1% |
| 30D | -35.6% | +15.8% | -51.4% | -37.5% |
| 3M | -51.7% | +3.8% | -55.5% | -52.2% |
| 6M | -64.0% | +18.5% | -82.5% | -65.5% |
| YTD | -65.5% | +31.2% | -96.7% | -67.7% |
| 1Y | -62.4% | +61.8% | -124.2% | -66.3% |
| 3Y | -41.1% | +39.9% | -81.0% | -47.9% |
| 5Y | -16.5% | +18.3% | -34.8% | -21.3% |
| All | -16.5% | +18.5% | -35.0% | -21.3% |
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