+22.4%
XLP vs IONS
-47.1%
+69.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | +0.7% | -9.4% | +10.2% | +1.2% |
| 30D | +10.3% | -10.7% | +21.0% | +10.8% |
| 3M | +6.5% | -27.7% | +34.2% | +8.3% |
| 6M | +8.4% | -48.7% | +57.1% | +12.4% |
| YTD | +18.2% | -50.2% | +68.4% | +22.8% |
| 1Y | +22.4% | -46.8% | +69.2% | +26.3% |
| All | +22.4% | -47.1% | +69.6% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling