+566.3%
XLP vs IONS
+260.9%
+305.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.0% | +3.4% |
| 7D | +5.9% | -10.6% | +16.5% | +6.5% |
| 30D | +13.5% | -7.7% | +21.2% | +13.9% |
| 3M | +8.4% | -27.1% | +35.5% | +10.1% |
| 6M | +11.5% | -46.8% | +58.3% | +14.9% |
| YTD | +20.6% | -49.2% | +69.9% | +24.5% |
| 1Y | +24.3% | -44.9% | +69.2% | +27.7% |
| 3Y | +45.1% | -14.9% | +60.0% | +44.1% |
| 5Y | +44.6% | +15.9% | +28.7% | +40.0% |
| 10Y | +133.1% | +48.0% | +85.1% | +118.3% |
| All | +566.3% | +260.9% | +305.4% | +431.5% |
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