+149.3%
KRE vs IONS
+342.7%
-193.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.6% | -29.4% | +27.8% | +4.5% |
| 30D | +4.9% | -35.1% | +40.0% | +13.0% |
| 3M | -4.5% | -48.9% | +44.4% | +7.4% |
| 6M | +7.7% | -62.4% | +70.1% | +27.0% |
| YTD | +14.5% | -64.2% | +78.7% | +36.0% |
| 1Y | +21.5% | -60.9% | +82.4% | +41.7% |
| 3Y | +91.2% | -38.9% | +130.1% | +96.1% |
| 5Y | +11.8% | -15.6% | +27.4% | +3.8% |
| 10Y | +89.3% | -33.5% | +122.8% | +69.4% |
| All | +149.3% | +342.7% | -193.3% | -1.4% |
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