+14.2%
FXI vs IONS
+92.6%
-78.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.8% | -4.3% | +1.5% | -2.2% |
| 30D | -3.7% | +0.4% | -4.1% | -3.8% |
| 3M | -0.4% | -24.1% | +23.7% | +2.4% |
| 6M | -5.4% | -26.4% | +21.0% | -2.4% |
| YTD | -9.6% | -29.7% | +20.0% | -6.3% |
| 1Y | -11.9% | -13.0% | +1.1% | -11.4% |
| 3Y | +37.8% | +35.0% | +2.8% | +26.9% |
| 5Y | -7.0% | +54.2% | -61.2% | -17.8% |
| All | +14.2% | +92.6% | -78.4% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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