+53.4%
IONS vs XPO
+271.9%
-218.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.1% |
| 7D | -5.3% | +2.7% | -8.0% | -5.7% |
| 30D | +0.3% | -6.2% | +6.4% | +1.3% |
| 3M | -22.9% | -15.4% | -7.5% | -20.9% |
| 6M | -23.4% | +0.7% | -24.2% | -24.2% |
| YTD | -28.3% | +39.8% | -68.2% | -33.3% |
| 1Y | -7.0% | +43.3% | -50.3% | -14.3% |
| 3Y | +37.6% | +166.0% | -128.4% | +8.6% |
| 5Y | +53.4% | +274.2% | -220.8% | +6.7% |
| All | +53.4% | +271.9% | -218.5% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling