+1,117.4%
XLI vs IONS
+422.2%
+695.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.1% | -4.8% | +3.8% | -0.5% |
| 30D | -5.9% | +7.2% | -13.1% | -6.7% |
| 3M | -0.3% | -22.7% | +22.4% | +1.9% |
| 6M | +0.1% | -26.9% | +27.0% | +2.9% |
| YTD | +13.6% | -26.6% | +40.2% | +16.6% |
| 1Y | +17.2% | -2.1% | +19.3% | +16.4% |
| 3Y | +68.2% | +43.4% | +24.8% | +56.9% |
| 5Y | +80.7% | +47.0% | +33.7% | +65.3% |
| 10Y | +253.3% | +97.2% | +156.1% | +200.8% |
| All | +1,117.4% | +422.2% | +695.3% | +636.5% |
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