+192.9%
XOM vs IONS
+87.6%
+105.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +0.7% |
| 7D | +4.1% | -6.7% | +10.8% | +4.8% |
| 30D | +4.6% | -4.1% | +8.7% | +4.9% |
| 3M | +14.0% | -26.6% | +40.5% | +16.8% |
| 6M | +11.0% | -27.5% | +38.5% | +13.7% |
| YTD | +40.7% | -31.5% | +72.2% | +44.9% |
| 1Y | +52.3% | -15.3% | +67.7% | +53.2% |
| 3Y | +60.5% | +31.3% | +29.2% | +50.1% |
| 5Y | +266.4% | +50.2% | +216.2% | +230.1% |
| All | +192.9% | +87.6% | +105.3% | +162.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling