+8.6%
XLRE vs IONS
+53.9%
-45.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | -2.7% | -4.3% | +1.6% | -2.3% |
| 30D | -2.3% | +0.4% | -2.8% | -2.4% |
| 3M | -3.5% | -24.1% | +20.6% | -1.3% |
| 6M | +1.9% | -26.4% | +28.3% | +4.4% |
| YTD | +8.3% | -29.7% | +38.0% | +11.5% |
| 1Y | +6.4% | -13.0% | +19.4% | +6.8% |
| 3Y | +30.2% | +35.0% | -4.8% | +20.1% |
| 5Y | +8.6% | +54.2% | -45.6% | -5.0% |
| All | +8.6% | +53.9% | -45.3% | -5.0% |
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