+150.2%
XYL vs IONS
+84.6%
+65.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +0.8% | -8.7% | +9.5% | +2.2% |
| 30D | -10.8% | -1.6% | -9.2% | -10.7% |
| 3M | -2.5% | -24.9% | +22.3% | +0.8% |
| 6M | -12.2% | -25.7% | +13.5% | -9.1% |
| YTD | -20.1% | -29.2% | +9.1% | -16.8% |
| 1Y | -20.6% | -13.0% | -7.6% | -20.2% |
| 3Y | +17.3% | +35.9% | -18.6% | +6.0% |
| 5Y | -14.5% | +54.5% | -69.0% | -26.3% |
| 10Y | +150.2% | +93.1% | +57.1% | +102.9% |
| All | +150.2% | +84.6% | +65.6% | +102.9% |
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 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