+210.8%
FXI vs IONS
+507.8%
-297.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -21.4% | +20.5% | +2.8% |
| 7D | +4.4% | -24.8% | +29.2% | +8.9% |
| 30D | +1.2% | -31.5% | +32.8% | +7.2% |
| 3M | -4.2% | -45.2% | +41.0% | +5.1% |
| 6M | -6.2% | -59.1% | +52.8% | +7.0% |
| YTD | -8.8% | -60.8% | +52.0% | +4.7% |
| 1Y | -11.6% | -57.9% | +46.2% | 0.0% |
| 3Y | +45.1% | -34.5% | +79.6% | +47.3% |
| 5Y | -1.2% | -8.8% | +7.6% | -8.0% |
| 10Y | +20.1% | -19.2% | +39.3% | +4.9% |
| All | +210.8% | +507.8% | -297.0% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling