+237.8%
XME vs IONS
+807.7%
-569.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.1% | -4.8% | +4.7% | +0.9% |
| 30D | +6.0% | +7.2% | -1.2% | +4.4% |
| 3M | -7.7% | -22.7% | +14.9% | -3.9% |
| 6M | +1.0% | -26.9% | +27.8% | +6.3% |
| YTD | +14.6% | -26.6% | +41.2% | +20.5% |
| 1Y | +46.0% | -2.1% | +48.1% | +44.2% |
| 3Y | +127.0% | +43.4% | +83.6% | +98.3% |
| 5Y | +175.8% | +47.0% | +128.8% | +132.3% |
| 10Y | +414.6% | +97.2% | +317.5% | +268.0% |
| All | +237.8% | +807.7% | -569.9% | +2.5% |
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