-34.5%
IONS vs XPO
+129.7%
-164.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.3% | -27.6% | -22.2% |
| 7D | -24.8% | -1.9% | -22.9% | -24.7% |
| 30D | -31.5% | +2.5% | -34.0% | -31.9% |
| 3M | -45.2% | -7.2% | -38.0% | -44.7% |
| 6M | -59.1% | -8.1% | -51.0% | -58.8% |
| YTD | -60.8% | +38.3% | -99.2% | -63.2% |
| 1Y | -57.9% | +33.6% | -91.4% | -60.3% |
| 3Y | -34.5% | +133.1% | -167.6% | -45.0% |
| All | -34.5% | +129.7% | -164.2% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 3y: compounded portfolio wealth divided by compounded XPO 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…
3y analysis · Full analysis span regression · 6 months rolling