+132.2%
XRT vs IONS
-36.2%
+168.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.2% |
| 7D | -0.4% | -29.6% | +29.2% | +4.8% |
| 30D | +7.5% | -35.6% | +43.1% | +14.8% |
| 3M | +2.3% | -51.7% | +54.0% | +14.6% |
| 6M | +12.8% | -64.0% | +76.8% | +31.6% |
| YTD | +7.1% | -65.5% | +72.5% | +25.5% |
| 1Y | +12.3% | -62.4% | +74.7% | +29.5% |
| 3Y | +57.0% | -41.1% | +98.1% | +60.8% |
| 5Y | -4.3% | -16.5% | +12.1% | -10.5% |
| All | +132.2% | -36.2% | +168.4% | +121.8% |
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 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