+508.9%
XLP vs IONS
+422.2%
+86.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | -4.8% | +3.8% | -0.8% |
| 30D | -0.9% | +7.2% | -8.1% | -1.3% |
| 3M | +3.8% | -22.7% | +26.5% | +5.0% |
| 6M | -1.7% | -26.9% | +25.1% | -0.4% |
| YTD | +10.3% | -26.6% | +36.8% | +11.7% |
| 1Y | +7.8% | -2.1% | +9.9% | +7.5% |
| 3Y | +27.2% | +43.4% | -16.2% | +22.9% |
| 5Y | +32.5% | +47.0% | -14.5% | +26.7% |
| 10Y | +101.8% | +97.2% | +4.6% | +86.1% |
| All | +508.9% | +422.2% | +86.8% | +376.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling