+422.3%
XLF vs IONS
+422.2%
+0.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | 0.0% | -4.8% | +4.8% | +0.6% |
| 30D | +0.2% | +7.2% | -7.0% | -0.8% |
| 3M | +11.7% | -22.7% | +34.4% | +14.6% |
| 6M | +13.8% | -26.9% | +40.7% | +17.4% |
| YTD | +7.0% | -26.6% | +33.6% | +10.2% |
| 1Y | +9.1% | -2.1% | +11.3% | +8.1% |
| 3Y | +75.6% | +43.4% | +32.2% | +61.1% |
| 5Y | +66.4% | +47.0% | +19.4% | +49.1% |
| 10Y | +250.3% | +97.2% | +153.1% | +186.4% |
| All | +422.3% | +422.2% | +0.1% | +197.4% |
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 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