+1,477.5%
XLK vs IONS
+409.8%
+1,067.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | +2.3% | -5.3% | +7.6% | +3.0% |
| 30D | -0.1% | +0.3% | -0.3% | -0.2% |
| 3M | +2.1% | -22.9% | +25.0% | +4.8% |
| 6M | +37.2% | -23.4% | +60.6% | +40.8% |
| YTD | +30.8% | -28.3% | +59.1% | +35.3% |
| 1Y | +42.6% | -7.0% | +49.7% | +42.1% |
| 3Y | +121.8% | +37.6% | +84.2% | +104.1% |
| 5Y | +145.7% | +53.4% | +92.3% | +119.2% |
| 10Y | +782.1% | +83.9% | +698.1% | +633.6% |
| All | +1,477.5% | +409.8% | +1,067.8% | +735.1% |
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