+79.6%
XOM vs IONS
-36.9%
+116.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | +0.3% |
| 7D | +2.8% | -26.3% | +29.1% | +3.5% |
| 30D | -3.6% | -31.9% | +28.3% | -2.8% |
| 3M | +8.2% | -48.0% | +56.2% | +9.8% |
| 6M | +14.0% | -62.6% | +76.6% | +16.9% |
| YTD | +44.6% | -63.3% | +107.9% | +48.3% |
| 1Y | +47.8% | -58.4% | +106.2% | +50.8% |
| 3Y | +79.6% | -38.2% | +117.8% | +74.0% |
| All | +79.6% | -36.9% | +116.4% | +74.0% |
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