+1,101.4%
XLY vs IONS
+403.6%
+697.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -2.1% | -8.7% | +6.6% | -1.1% |
| 30D | -6.0% | -1.6% | -4.4% | -5.9% |
| 3M | -2.7% | -24.9% | +22.1% | -0.3% |
| 6M | -1.5% | -25.7% | +24.2% | +1.1% |
| YTD | -5.4% | -29.2% | +23.7% | -2.6% |
| 1Y | -3.8% | -13.0% | +9.2% | -3.3% |
| 3Y | +36.6% | +35.9% | +0.6% | +27.8% |
| 5Y | +27.4% | +54.5% | -27.1% | +16.1% |
| 10Y | +218.2% | +93.1% | +125.1% | +172.4% |
| All | +1,101.4% | +403.6% | +697.8% | +646.1% |
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