+43.2%
XLB vs IONS
-36.9%
+80.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.7% |
| 7D | +0.5% | -26.3% | +26.8% | +2.7% |
| 30D | +5.2% | -31.9% | +37.1% | +8.2% |
| 3M | +0.3% | -48.0% | +48.3% | +5.7% |
| 6M | +1.2% | -62.6% | +63.7% | +9.3% |
| YTD | +16.6% | -63.3% | +79.9% | +26.1% |
| 1Y | +21.4% | -58.4% | +79.8% | +29.7% |
| 3Y | +43.2% | -38.2% | +81.4% | +39.2% |
| All | +43.2% | -36.9% | +80.1% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling