+29.5%
XLB vs IONS
-44.5%
+74.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | +3.9% | -10.6% | +14.5% | +4.9% |
| 30D | +8.9% | -7.7% | +16.6% | +9.6% |
| 3M | +4.1% | -27.1% | +31.2% | +7.0% |
| 6M | +7.3% | -46.8% | +54.1% | +11.6% |
| YTD | +20.4% | -49.2% | +69.6% | +26.2% |
| 1Y | +29.5% | -44.9% | +74.5% | +34.5% |
| All | +29.5% | -44.5% | +74.1% | +34.5% |
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 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