+221.8%
FXI vs IONS
+1,039.0%
-817.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.0% | -4.8% | +5.9% | +1.9% |
| 30D | -0.6% | +7.2% | -7.8% | -1.8% |
| 3M | +1.9% | -22.7% | +24.6% | +5.3% |
| 6M | -0.2% | -26.9% | +26.7% | +4.1% |
| YTD | -5.6% | -26.6% | +21.0% | -1.8% |
| 1Y | -4.7% | -2.1% | -2.5% | -5.8% |
| 3Y | +38.0% | +43.4% | -5.4% | +23.1% |
| 5Y | -2.7% | +47.0% | -49.7% | -15.9% |
| 10Y | +19.9% | +97.2% | -77.3% | -10.7% |
| All | +221.8% | +1,039.0% | -817.2% | +39.1% |
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