+425.8%
XLF vs IONS
+153.4%
+272.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.1% | +9.6% | +1.7% |
| 7D | +1.9% | -30.3% | +32.2% | +6.2% |
| 30D | +6.5% | -37.7% | +44.2% | +12.5% |
| 3M | +1.2% | -50.5% | +51.7% | +9.8% |
| 6M | +14.6% | -62.8% | +77.3% | +28.1% |
| YTD | +7.7% | -64.4% | +72.1% | +20.9% |
| 1Y | +11.8% | -59.5% | +71.2% | +23.3% |
| 3Y | +80.1% | -39.2% | +119.3% | +83.6% |
| 5Y | +59.0% | -15.3% | +74.3% | +52.0% |
| 10Y | +224.2% | -31.2% | +255.3% | +202.8% |
| All | +425.8% | +153.4% | +272.4% | +226.2% |
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