+15.8%
XLI vs IONS
-8.4%
+24.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -0.6% | -8.7% | +8.1% | +0.2% |
| 30D | -6.9% | -1.6% | -5.3% | -6.9% |
| 3M | -1.9% | -24.9% | +23.0% | -1.4% |
| 6M | +1.0% | -25.7% | +26.7% | +1.7% |
| YTD | +11.3% | -29.2% | +40.5% | +13.1% |
| 1Y | +15.8% | -13.0% | +28.8% | +15.6% |
| All | +15.8% | -8.4% | +24.2% | +15.6% |
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