+400.3%
XYL vs IONS
+305.8%
+94.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -21.4% | +22.8% | +3.8% |
| 7D | +2.1% | -24.8% | +26.9% | +4.9% |
| 30D | -3.4% | -31.5% | +28.2% | +0.2% |
| 3M | -17.2% | -45.2% | +28.0% | -12.1% |
| 6M | -12.0% | -59.1% | +47.0% | -4.1% |
| YTD | -26.3% | -60.8% | +34.5% | -19.4% |
| 1Y | -33.5% | -57.9% | +24.4% | -27.9% |
| 3Y | +6.4% | -34.5% | +40.9% | +7.1% |
| 5Y | -20.9% | -8.8% | -12.1% | -24.5% |
| 10Y | +120.8% | -19.2% | +140.1% | +108.2% |
| All | +400.3% | +305.8% | +94.6% | +279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling