+107.0%
XYL vs IONS
-27.6%
+134.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.1% | +6.6% | -1.2% |
| 7D | +0.6% | -30.3% | +30.8% | +5.3% |
| 30D | -5.7% | -37.7% | +32.0% | +0.1% |
| 3M | -19.8% | -50.5% | +30.7% | -12.1% |
| 6M | -14.2% | -62.8% | +48.6% | -2.7% |
| YTD | -28.1% | -64.4% | +36.3% | -18.1% |
| 1Y | -35.0% | -59.5% | +24.5% | -27.5% |
| 3Y | +2.1% | -39.2% | +41.3% | +3.2% |
| 5Y | -22.1% | -15.3% | -6.8% | -27.6% |
| 10Y | +107.0% | -31.2% | +138.1% | +95.1% |
| All | +107.0% | -27.6% | +134.6% | +95.1% |
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