+33.6%
XLY vs IONS
+31.9%
+1.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.1% |
| 7D | -1.7% | -6.7% | +5.0% | -1.2% |
| 30D | -4.2% | -4.1% | -0.1% | -3.9% |
| 3M | -2.7% | -26.6% | +23.9% | -0.9% |
| 6M | -0.6% | -27.5% | +26.9% | +1.3% |
| YTD | -5.0% | -31.5% | +26.5% | -2.8% |
| 1Y | -4.1% | -15.3% | +11.3% | -3.8% |
| 3Y | +33.6% | +31.3% | +2.3% | +25.8% |
| All | +33.6% | +31.9% | +1.7% | +25.8% |
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 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