+14.6%
XYL vs IONS
+46.3%
-31.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -5.0% | -4.8% | -0.2% | -4.7% |
| 30D | -13.2% | +7.2% | -20.4% | -13.7% |
| 3M | -3.7% | -22.7% | +19.0% | -2.3% |
| 6M | -17.7% | -26.9% | +9.2% | -16.1% |
| YTD | -21.5% | -26.6% | +5.0% | -20.1% |
| 1Y | -24.5% | -2.1% | -22.4% | -25.0% |
| All | +14.6% | +46.3% | -31.7% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling