-4.5%
XRT vs IONS
-11.8%
+7.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.6% |
| 7D | +1.7% | -26.3% | +28.0% | +6.0% |
| 30D | +7.5% | -31.9% | +39.4% | +13.5% |
| 3M | +2.2% | -48.0% | +50.2% | +12.8% |
| 6M | +14.7% | -62.6% | +77.2% | +32.7% |
| YTD | +7.5% | -63.3% | +70.8% | +24.6% |
| 1Y | +14.1% | -58.4% | +72.5% | +28.9% |
| 3Y | +58.8% | -38.2% | +97.0% | +58.8% |
| All | -4.5% | -11.8% | +7.3% | -18.2% |
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