+7.6%
XLF vs IONS
-14.8%
+22.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.8% |
| 7D | -1.5% | -6.7% | +5.2% | -1.2% |
| 30D | -1.2% | -4.1% | +2.9% | -1.0% |
| 3M | +9.2% | -26.6% | +35.7% | +9.2% |
| 6M | +16.3% | -27.5% | +43.8% | +16.4% |
| YTD | +5.4% | -31.5% | +36.9% | +5.8% |
| 1Y | +7.6% | -15.3% | +23.0% | +7.4% |
| All | +7.6% | -14.8% | +22.4% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling