+67.0%
XOP vs IONS
+515.9%
-449.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -14.7% | -9.4% | -5.3% | -13.1% |
| 30D | -7.7% | -10.7% | +3.0% | -5.8% |
| 3M | +4.4% | -27.7% | +32.1% | +10.4% |
| 6M | +3.5% | -48.7% | +52.2% | +15.6% |
| YTD | +39.4% | -50.2% | +89.6% | +55.9% |
| 1Y | +39.8% | -46.8% | +86.6% | +54.1% |
| 3Y | +29.7% | -14.8% | +44.5% | +25.2% |
| 5Y | +78.6% | +17.0% | +61.6% | +56.5% |
| 10Y | +51.8% | +45.3% | +6.5% | +17.6% |
| All | +67.0% | +515.9% | -449.0% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling