+44.4%
XLU vs IONS
+53.9%
-9.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -1.2% | -4.3% | +3.1% | -1.0% |
| 30D | -2.5% | +0.4% | -3.0% | -2.6% |
| 3M | -2.7% | -24.1% | +21.4% | -1.6% |
| 6M | -7.5% | -26.4% | +19.0% | -6.3% |
| YTD | +0.9% | -29.7% | +30.6% | +2.4% |
| 1Y | +3.3% | -13.0% | +16.3% | +3.5% |
| 3Y | +47.3% | +35.0% | +12.3% | +41.6% |
| 5Y | +44.4% | +54.2% | -9.8% | +36.4% |
| All | +44.4% | +53.9% | -9.5% | +36.4% |
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