+101.4%
XLP vs IONS
+96.6%
+4.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | -4.8% | +3.8% | -0.7% |
| 30D | -0.9% | +7.2% | -8.1% | -1.4% |
| 3M | +3.8% | -22.7% | +26.5% | +5.4% |
| 6M | -1.7% | -26.9% | +25.1% | +0.1% |
| YTD | +10.3% | -26.6% | +36.8% | +12.2% |
| 1Y | +7.8% | -2.1% | +9.9% | +7.3% |
| 3Y | +27.2% | +43.4% | -16.2% | +20.9% |
| 5Y | +32.5% | +47.0% | -14.5% | +24.0% |
| All | +101.4% | +96.6% | +4.8% | +82.6% |
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