+42.7%
XLP vs IONS
+13.2%
+29.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.6% |
| 7D | +3.5% | -12.6% | +16.1% | +4.1% |
| 30D | +11.6% | -11.8% | +23.4% | +12.2% |
| 3M | +7.6% | -28.4% | +36.0% | +9.3% |
| 6M | +10.0% | -48.4% | +58.5% | +13.3% |
| YTD | +19.7% | -51.0% | +70.7% | +23.5% |
| 1Y | +23.5% | -48.0% | +71.5% | +27.0% |
| 3Y | +44.0% | -17.8% | +61.7% | +43.0% |
| 5Y | +42.7% | +15.2% | +27.5% | +42.4% |
| All | +42.7% | +13.2% | +29.5% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling