+30.8%
XLV vs IONS
+31.9%
-1.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.1% |
| 7D | -3.6% | -6.7% | +3.1% | -2.8% |
| 30D | -1.8% | -4.1% | +2.3% | -1.4% |
| 3M | +7.8% | -26.6% | +34.4% | +10.7% |
| 6M | +9.1% | -27.5% | +36.6% | +12.2% |
| YTD | +7.7% | -31.5% | +39.2% | +11.4% |
| 1Y | +20.4% | -15.3% | +35.8% | +21.8% |
| 3Y | +30.8% | +31.3% | -0.5% | +23.6% |
| All | +30.8% | +31.9% | -1.1% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling