+368.3%
IONS vs XPO
+10,043.1%
-9,674.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.3% | -27.6% | -22.2% |
| 7D | -24.8% | -1.9% | -22.9% | -24.8% |
| 30D | -31.5% | +2.5% | -34.0% | -32.0% |
| 3M | -45.2% | -7.2% | -38.0% | -44.8% |
| 6M | -59.1% | -8.1% | -51.0% | -58.9% |
| YTD | -60.8% | +38.3% | -99.2% | -63.0% |
| 1Y | -57.9% | +33.6% | -91.4% | -60.1% |
| 3Y | -34.5% | +133.1% | -167.6% | -44.0% |
| 5Y | -8.8% | +308.9% | -317.7% | -30.2% |
| 10Y | -19.2% | +1,371.8% | -1,391.0% | -49.6% |
| All | +368.3% | +10,043.1% | -9,674.8% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling