+51.7%
XOP vs IONS
-32.1%
+83.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.5% | -0.1% |
| 7D | +6.3% | -26.3% | +32.6% | +11.1% |
| 30D | -6.6% | -31.9% | +25.4% | -1.1% |
| 3M | +3.6% | -48.0% | +51.5% | +14.3% |
| 6M | +10.8% | -62.6% | +73.3% | +28.2% |
| YTD | +48.3% | -63.3% | +111.5% | +71.6% |
| 1Y | +42.9% | -58.4% | +101.3% | +61.4% |
| 3Y | +43.3% | -38.2% | +81.5% | +44.0% |
| 5Y | +94.0% | -11.1% | +105.1% | +73.5% |
| All | +51.7% | -32.1% | +83.8% | +48.5% |
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