+187.7%
XEL vs IONS
-36.2%
+223.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.7% |
| 7D | +1.4% | -29.6% | +31.0% | +3.7% |
| 30D | +9.2% | -35.6% | +44.8% | +12.3% |
| 3M | +4.5% | -51.7% | +56.2% | +9.7% |
| 6M | +3.6% | -64.0% | +67.6% | +10.6% |
| YTD | +12.9% | -65.5% | +78.4% | +20.8% |
| 1Y | +4.1% | -62.4% | +66.5% | +10.6% |
| 3Y | +52.3% | -41.1% | +93.4% | +54.4% |
| 5Y | +51.6% | -16.5% | +68.1% | +46.9% |
| All | +187.7% | -36.2% | +223.9% | +185.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling