-14.4%
XYL vs IONS
-62.7%
+48.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -5.9% | -29.4% | +23.6% | -7.4% |
| 30D | -7.3% | -35.1% | +27.8% | -9.2% |
| 3M | -22.5% | -48.9% | +26.4% | -24.1% |
| 6M | -14.4% | -62.4% | +48.0% | -16.4% |
| All | -14.4% | -62.7% | +48.3% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling