-31.5%
XYL vs IONS
-44.5%
+13.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.6% | +5.0% |
| 7D | +14.5% | -10.6% | +25.1% | +14.6% |
| 30D | -1.3% | -7.7% | +6.4% | -1.4% |
| 3M | -17.0% | -27.1% | +10.1% | -16.3% |
| 6M | -11.3% | -46.8% | +35.5% | -10.0% |
| YTD | -25.0% | -49.2% | +24.3% | -23.3% |
| 1Y | -31.5% | -44.9% | +13.4% | -30.6% |
| All | -31.5% | -44.5% | +13.0% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling