-1.2%
FXI vs IONS
-11.1%
+10.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -21.4% | +20.5% | +1.7% |
| 7D | +4.4% | -24.8% | +29.2% | +7.6% |
| 30D | +1.2% | -31.5% | +32.8% | +5.5% |
| 3M | -4.2% | -45.2% | +41.0% | +2.4% |
| 6M | -6.2% | -59.1% | +52.8% | +3.1% |
| YTD | -8.8% | -60.8% | +52.0% | +0.7% |
| 1Y | -11.6% | -57.9% | +46.2% | -3.5% |
| 3Y | +45.1% | -34.5% | +79.6% | +45.1% |
| 5Y | -1.2% | -8.8% | +7.6% | -9.7% |
| All | -1.2% | -11.1% | +10.0% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling