+835.0%
XLB vs IONS
+154.7%
+680.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -1.6% | -29.4% | +27.8% | +1.5% |
| 30D | +7.2% | -35.1% | +42.4% | +11.6% |
| 3M | 0.0% | -48.9% | +48.9% | +6.5% |
| 6M | +2.3% | -62.4% | +64.7% | +11.8% |
| YTD | +18.4% | -64.2% | +82.6% | +29.9% |
| 1Y | +23.3% | -60.9% | +84.2% | +34.0% |
| 3Y | +45.2% | -38.9% | +84.1% | +47.9% |
| 5Y | +31.0% | -15.6% | +46.5% | +27.0% |
| 10Y | +168.8% | -33.5% | +202.2% | +157.5% |
| All | +835.0% | +154.7% | +680.3% | +551.1% |
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