+114.5%
XLRE vs IONS
-31.0%
+145.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -0.6% |
| 7D | +0.8% | -26.3% | +27.1% | +3.3% |
| 30D | +6.9% | -31.9% | +38.9% | +10.4% |
| 3M | -0.8% | -48.0% | +47.2% | +4.8% |
| 6M | +2.1% | -62.6% | +64.6% | +10.8% |
| YTD | +12.6% | -63.3% | +75.9% | +22.3% |
| 1Y | +12.5% | -58.4% | +70.9% | +20.6% |
| 3Y | +44.2% | -38.2% | +82.4% | +45.7% |
| 5Y | +9.1% | -11.1% | +20.2% | +5.0% |
| 10Y | +111.8% | -31.7% | +143.5% | +107.3% |
| All | +114.5% | -31.0% | +145.5% | +112.8% |
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