+0.3%
XRT vs IONS
+47.7%
-47.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.8% | -4.8% | +5.7% | +1.6% |
| 30D | -4.2% | +7.2% | -11.4% | -5.4% |
| 3M | +5.1% | -22.7% | +27.8% | +8.5% |
| 6M | +2.4% | -26.9% | +29.3% | +6.8% |
| YTD | +3.2% | -26.6% | +29.8% | +7.3% |
| 1Y | +1.5% | -2.1% | +3.6% | -0.3% |
| 3Y | +40.6% | +43.4% | -2.9% | +21.5% |
| All | +0.3% | +47.7% | -47.4% | -19.9% |
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 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