+75.8%
XOP vs IONS
+17.1%
+58.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -14.7% | -9.4% | -5.3% | -13.8% |
| 30D | -7.7% | -10.7% | +3.0% | -6.6% |
| 3M | +4.4% | -27.7% | +32.1% | +7.9% |
| 6M | +3.5% | -48.7% | +52.2% | +10.9% |
| YTD | +39.4% | -50.2% | +89.6% | +49.5% |
| 1Y | +39.8% | -46.8% | +86.6% | +48.4% |
| 3Y | +29.7% | -14.8% | +44.5% | +23.4% |
| All | +75.8% | +17.1% | +58.6% | +54.7% |
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