+348.2%
IONS vs FIVE
+868.1%
-519.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.1% |
| 7D | -4.8% | +4.3% | -9.1% | -5.7% |
| 30D | +7.2% | +12.5% | -5.3% | +4.6% |
| 3M | -22.7% | +31.2% | -53.9% | -27.1% |
| 6M | -26.9% | +14.4% | -41.3% | -29.7% |
| YTD | -26.6% | +33.9% | -60.5% | -31.7% |
| 1Y | -2.1% | +65.1% | -67.2% | -13.2% |
| 3Y | +43.4% | +49.0% | -5.5% | +23.4% |
| 5Y | +47.0% | +30.3% | +16.7% | +26.0% |
| 10Y | +97.2% | +481.1% | -383.9% | +18.0% |
| All | +348.2% | +868.1% | -519.9% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling