-21.0%
IONS vs USFR
+28.5%
-49.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -9.4% | +0.1% | -9.5% | -9.4% |
| 30D | -10.7% | +0.4% | -11.1% | -10.8% |
| 3M | -27.7% | +1.1% | -28.7% | -27.9% |
| 6M | -48.7% | +2.1% | -50.8% | -49.0% |
| YTD | -50.2% | +3.4% | -53.6% | -50.7% |
| 1Y | -46.8% | +4.1% | -50.9% | -47.4% |
| 3Y | -14.8% | +14.4% | -29.2% | -18.6% |
| 5Y | +17.0% | +21.3% | -4.3% | +9.5% |
| 10Y | +45.3% | +28.5% | +16.8% | +34.2% |
| All | -21.0% | +28.5% | -49.5% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling