+42.8%
XLP vs IONS
-11.1%
+53.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -21.4% | +22.3% | +1.9% |
| 7D | +0.1% | -24.8% | +24.9% | +1.2% |
| 30D | +8.9% | -31.5% | +40.5% | +10.7% |
| 3M | +7.5% | -45.2% | +52.7% | +10.3% |
| 6M | +9.4% | -59.1% | +68.5% | +13.8% |
| YTD | +19.3% | -60.8% | +80.1% | +24.2% |
| 1Y | +21.7% | -57.9% | +79.6% | +26.2% |
| 3Y | +44.0% | -34.5% | +78.4% | +44.3% |
| 5Y | +42.8% | -8.8% | +51.6% | +41.8% |
| All | +42.8% | -11.1% | +53.9% | +41.8% |
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