-58.4%
IONS vs USFR
+4.1%
-62.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.5% |
| 7D | -26.3% | +0.1% | -26.3% | -26.1% |
| 30D | -31.9% | +0.4% | -32.3% | -30.7% |
| 3M | -48.0% | +1.1% | -49.0% | -44.7% |
| 6M | -62.6% | +2.0% | -64.6% | -54.7% |
| YTD | -63.3% | +3.5% | -66.7% | -51.8% |
| 1Y | -58.4% | +4.1% | -62.5% | -49.4% |
| All | -58.4% | +4.1% | -62.5% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling