+816.1%
XLB vs IONS
+254.3%
+561.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -1.5% | -9.4% | +7.9% | -0.5% |
| 30D | +6.1% | -10.7% | +16.8% | +7.2% |
| 3M | 0.0% | -27.7% | +27.7% | +3.2% |
| 6M | 0.0% | -48.7% | +48.7% | +6.2% |
| YTD | +16.0% | -50.2% | +66.2% | +23.6% |
| 1Y | +24.7% | -46.8% | +71.5% | +31.8% |
| 3Y | +40.4% | -14.8% | +55.2% | +38.7% |
| 5Y | +30.7% | +17.0% | +13.7% | +23.0% |
| 10Y | +173.3% | +45.3% | +128.0% | +142.9% |
| All | +816.1% | +254.3% | +561.8% | +519.2% |
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 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