+99.4%
XYL vs IONS
-32.1%
+131.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -0.7% |
| 7D | -3.7% | -26.3% | +22.6% | -0.1% |
| 30D | -8.3% | -31.9% | +23.6% | -3.9% |
| 3M | -21.4% | -48.0% | +26.6% | -14.5% |
| 6M | -12.9% | -62.6% | +49.6% | -1.3% |
| YTD | -30.1% | -63.3% | +33.2% | -20.7% |
| 1Y | -35.2% | -58.4% | +23.2% | -27.9% |
| 3Y | -0.8% | -38.2% | +37.5% | +0.1% |
| 5Y | -23.2% | -11.1% | -12.1% | -29.2% |
| All | +99.4% | -32.1% | +131.5% | +89.2% |
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 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