+162.4%
XOP vs IONS
+51.6%
+110.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.0% |
| 7D | +0.6% | -5.3% | +5.9% | +1.2% |
| 30D | +16.5% | +0.3% | +16.3% | +16.4% |
| 3M | +15.7% | -22.9% | +38.6% | +18.5% |
| 6M | +19.2% | -23.4% | +42.6% | +21.9% |
| YTD | +55.0% | -28.3% | +83.3% | +59.8% |
| 1Y | +54.2% | -7.0% | +61.2% | +52.9% |
| 3Y | +35.9% | +37.6% | -1.7% | +21.7% |
| 5Y | +162.4% | +53.4% | +109.0% | +122.5% |
| All | +162.4% | +51.6% | +110.8% | +122.5% |
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 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