+68.6%
XOP vs IONS
+340.5%
-271.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.1% | +9.9% | +2.5% |
| 7D | -8.4% | -30.3% | +21.9% | -2.6% |
| 30D | -8.4% | -37.7% | +29.4% | -0.6% |
| 3M | +0.2% | -50.5% | +50.7% | +12.9% |
| 6M | +7.2% | -62.8% | +70.0% | +26.2% |
| YTD | +40.8% | -64.4% | +105.2% | +66.5% |
| 1Y | +36.3% | -59.5% | +95.7% | +57.0% |
| 3Y | +37.2% | -39.2% | +76.4% | +40.1% |
| 5Y | +86.6% | -15.3% | +102.0% | +72.5% |
| 10Y | +44.0% | -31.2% | +75.2% | +29.1% |
| All | +68.6% | +340.5% | -271.8% | -22.9% |
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