+35.8%
XLC vs IONS
+17.1%
+18.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | +4.9% | -9.4% | +14.3% | +6.2% |
| 30D | -5.8% | -10.7% | +4.9% | -4.5% |
| 3M | -5.4% | -27.7% | +22.2% | -1.7% |
| 6M | -10.2% | -48.7% | +38.5% | -3.0% |
| YTD | -10.2% | -50.2% | +40.0% | -2.8% |
| 1Y | -5.6% | -46.8% | +41.2% | +1.0% |
| 3Y | +61.0% | -14.8% | +75.8% | +54.2% |
| All | +35.8% | +17.1% | +18.7% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling