-31.2%
IONS vs USFR
+28.5%
-59.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | 0.0% | -9.1% | -9.1% |
| 7D | -30.3% | +0.1% | -30.3% | -30.3% |
| 30D | -37.7% | +0.4% | -38.1% | -38.1% |
| 3M | -50.5% | +1.1% | -51.5% | -51.3% |
| 6M | -62.8% | +2.1% | -64.8% | -64.0% |
| YTD | -64.4% | +3.4% | -67.8% | -66.3% |
| 1Y | -59.5% | +4.1% | -63.5% | -62.1% |
| 3Y | -39.2% | +14.4% | -53.6% | -52.6% |
| 5Y | -15.3% | +21.4% | -36.7% | -42.0% |
| 10Y | -31.2% | +28.5% | -59.7% | -60.6% |
| All | -31.2% | +28.5% | -59.7% | -60.6% |
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