+187.6%
XHB vs IONS
+442.0%
-254.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -21.4% | +24.9% | +7.8% |
| 7D | +1.3% | -24.8% | +26.1% | +6.4% |
| 30D | +11.8% | -31.5% | +43.3% | +19.4% |
| 3M | -3.8% | -45.2% | +41.4% | +7.0% |
| 6M | +4.1% | -59.1% | +63.1% | +21.4% |
| YTD | +4.0% | -60.8% | +64.8% | +22.0% |
| 1Y | +1.6% | -57.9% | +59.4% | +17.3% |
| 3Y | +43.2% | -34.5% | +77.6% | +45.5% |
| 5Y | +35.8% | -8.8% | +44.7% | +25.0% |
| 10Y | +259.3% | -19.2% | +278.5% | +210.5% |
| All | +187.6% | +442.0% | -254.3% | +10.7% |
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