+16.4%
IONS vs USFR
+27.5%
-11.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | +7.2% | +0.3% | +6.9% | +7.1% |
| 3M | -22.7% | +1.0% | -23.7% | -22.9% |
| 6M | -26.9% | +1.9% | -28.8% | -27.3% |
| YTD | -26.6% | +2.6% | -29.2% | -27.1% |
| 1Y | -2.1% | +4.0% | -6.1% | -3.3% |
| 3Y | +43.4% | +14.1% | +29.3% | +37.2% |
| 5Y | +47.0% | +20.4% | +26.6% | +37.8% |
| 10Y | +97.2% | +28.0% | +69.2% | +82.6% |
| All | +16.4% | +27.5% | -11.1% | +13.7% |
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