+124.6%
XLP vs IONS
+17.3%
+107.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | +0.7% | -9.4% | +10.2% | +1.4% |
| 30D | +10.3% | -10.7% | +21.0% | +11.1% |
| 3M | +6.5% | -27.7% | +34.2% | +8.9% |
| 6M | +8.4% | -48.7% | +57.1% | +13.2% |
| YTD | +18.2% | -50.2% | +68.4% | +23.5% |
| 1Y | +22.4% | -46.8% | +69.2% | +27.3% |
| 3Y | +41.9% | -14.8% | +56.7% | +40.3% |
| 5Y | +40.9% | +17.0% | +23.9% | +33.6% |
| All | +124.6% | +17.3% | +107.3% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling