+93.1%
IONS vs USFR
+28.0%
+65.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -8.7% | +0.1% | -8.7% | -8.7% |
| 30D | -1.6% | +0.3% | -1.9% | -2.1% |
| 3M | -24.9% | +1.0% | -25.9% | -26.1% |
| 6M | -25.7% | +1.9% | -27.6% | -27.9% |
| YTD | -29.2% | +2.7% | -31.8% | -32.2% |
| 1Y | -13.0% | +4.0% | -17.0% | -18.6% |
| 3Y | +35.9% | +14.0% | +21.9% | +6.4% |
| 5Y | +54.5% | +20.4% | +34.1% | +7.2% |
| 10Y | +93.1% | +28.0% | +65.1% | +11.3% |
| All | +93.1% | +28.0% | +65.1% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling