+1,090.8%
XLI vs IONS
+154.7%
+936.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | +0.9% | -29.4% | +30.3% | +4.3% |
| 30D | +1.1% | -35.1% | +36.2% | +5.3% |
| 3M | -7.7% | -48.9% | +41.2% | -1.5% |
| 6M | -1.8% | -62.4% | +60.6% | +7.7% |
| YTD | +11.1% | -64.2% | +75.3% | +22.3% |
| 1Y | +12.1% | -60.9% | +73.0% | +22.3% |
| 3Y | +73.8% | -38.9% | +112.7% | +77.0% |
| 5Y | +73.8% | -15.6% | +89.3% | +67.9% |
| 10Y | +231.7% | -33.5% | +265.2% | +216.2% |
| All | +1,090.8% | +154.7% | +936.1% | +673.1% |
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