+120.7%
XLK vs IONS
+36.3%
+84.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +2.3% | -8.7% | +11.0% | +3.1% |
| 30D | +0.8% | -1.6% | +2.4% | +0.9% |
| 3M | +4.1% | -24.9% | +28.9% | +5.6% |
| 6M | +34.8% | -25.7% | +60.4% | +36.9% |
| YTD | +30.8% | -29.2% | +60.0% | +33.4% |
| 1Y | +42.4% | -13.0% | +55.4% | +41.9% |
| All | +120.7% | +36.3% | +84.4% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling