+820.5%
XLB vs IONS
+422.2%
+398.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -1.4% | -4.8% | +3.5% | -0.9% |
| 30D | -0.4% | +7.2% | -7.6% | -1.1% |
| 3M | +2.0% | -22.7% | +24.6% | +4.1% |
| 6M | +1.8% | -26.9% | +28.7% | +4.5% |
| YTD | +16.6% | -26.6% | +43.2% | +19.5% |
| 1Y | +16.9% | -2.1% | +19.1% | +16.2% |
| 3Y | +32.6% | +43.4% | -10.9% | +24.1% |
| 5Y | +35.6% | +47.0% | -11.3% | +24.7% |
| 10Y | +160.0% | +97.2% | +62.8% | +123.8% |
| All | +820.5% | +422.2% | +398.4% | +498.9% |
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