+108.1%
XLRE vs IONS
+33.0%
+75.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -0.7% | -8.7% | +7.9% | +0.1% |
| 30D | -2.2% | -1.6% | -0.6% | -2.1% |
| 3M | -2.6% | -24.9% | +22.3% | -0.5% |
| 6M | +2.6% | -25.7% | +28.2% | +4.9% |
| YTD | +9.3% | -29.2% | +38.4% | +12.1% |
| 1Y | +7.2% | -13.0% | +20.2% | +7.7% |
| 3Y | +31.3% | +35.9% | -4.6% | +23.5% |
| 5Y | +8.1% | +54.5% | -46.4% | -0.9% |
| 10Y | +88.9% | +93.1% | -4.2% | +72.7% |
| All | +108.1% | +33.0% | +75.1% | +95.2% |
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