+211.6%
XOM vs IONS
-11.8%
+223.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | +0.2% |
| 7D | +2.8% | -26.3% | +29.1% | +4.1% |
| 30D | -3.6% | -31.9% | +28.3% | -2.2% |
| 3M | +8.2% | -48.0% | +56.2% | +11.1% |
| 6M | +14.0% | -62.6% | +76.6% | +18.8% |
| YTD | +44.6% | -63.3% | +107.9% | +50.7% |
| 1Y | +47.8% | -58.4% | +106.2% | +52.8% |
| 3Y | +79.6% | -38.2% | +117.8% | +78.0% |
| All | +211.6% | -11.8% | +223.4% | +202.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling