-3.3%
XHB vs IONS
-61.6%
+58.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.6% |
| 7D | -2.4% | -29.6% | +27.2% | -1.5% |
| 30D | +7.1% | -35.6% | +42.6% | +8.8% |
| 3M | -6.0% | -51.7% | +45.7% | -2.3% |
| 6M | +2.1% | -64.0% | +66.0% | +5.8% |
| YTD | -0.6% | -65.5% | +64.9% | +3.6% |
| 1Y | -3.3% | -62.4% | +59.1% | -2.9% |
| All | -3.3% | -61.6% | +58.4% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling