+247.9%
SOXX vs IONS
+50.3%
+197.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.4% |
| 7D | +1.4% | -6.7% | +8.1% | +2.8% |
| 30D | -3.6% | -4.1% | +0.5% | -2.9% |
| 3M | -10.2% | -26.6% | +16.4% | -6.0% |
| 6M | +54.2% | -27.5% | +81.8% | +61.8% |
| YTD | +75.2% | -31.5% | +106.7% | +86.0% |
| 1Y | +107.5% | -15.3% | +122.9% | +109.1% |
| 3Y | +226.8% | +31.3% | +195.5% | +176.5% |
| All | +247.9% | +50.3% | +197.6% | +169.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling