+164.7%
XLB vs IONS
-36.2%
+200.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.8% |
| 7D | 0.0% | -29.6% | +29.6% | +4.4% |
| 30D | +5.3% | -35.6% | +40.8% | +11.1% |
| 3M | 0.0% | -51.7% | +51.7% | +9.7% |
| 6M | +1.2% | -64.0% | +65.2% | +14.9% |
| YTD | +16.9% | -65.5% | +82.4% | +33.3% |
| 1Y | +20.9% | -62.4% | +83.3% | +36.0% |
| 3Y | +43.3% | -41.1% | +84.4% | +46.3% |
| 5Y | +28.3% | -16.5% | +44.8% | +20.3% |
| All | +164.7% | -36.2% | +200.9% | +159.6% |
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