-6.2%
FXI vs IONS
+51.6%
-57.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.2% |
| 7D | -1.0% | -5.3% | +4.3% | -0.3% |
| 30D | -3.2% | +0.3% | -3.5% | -3.3% |
| 3M | +1.7% | -22.9% | +24.6% | +4.1% |
| 6M | -1.6% | -23.4% | +21.9% | +0.8% |
| YTD | -7.9% | -28.3% | +20.4% | -4.9% |
| 1Y | -9.6% | -7.0% | -2.6% | -10.0% |
| 3Y | +40.5% | +37.6% | +2.8% | +27.7% |
| 5Y | -6.2% | +53.4% | -59.6% | -18.4% |
| All | -6.2% | +51.6% | -57.8% | -18.4% |
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