-40.9%
XE vs IONS
-24.4%
-16.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.2% | -8.7% | -9.8% |
| 7D | -4.6% | -8.7% | +4.0% | -4.3% |
| 30D | -16.4% | -1.6% | -14.8% | -16.0% |
| 3M | -15.5% | -24.9% | +9.4% | -15.2% |
| All | -40.9% | -24.4% | -16.5% | -40.5% |
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 · Available span rolling