+584.9%
XYZ vs IONS
-32.1%
+617.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +0.7% |
| 7D | -1.1% | -26.3% | +25.2% | +8.0% |
| 30D | +11.5% | -31.9% | +43.5% | +25.0% |
| 3M | +1.8% | -48.0% | +49.8% | +24.5% |
| 6M | +21.2% | -62.6% | +83.8% | +62.5% |
| YTD | +29.9% | -63.3% | +93.2% | +74.8% |
| 1Y | +35.8% | -58.4% | +94.2% | +74.1% |
| 3Y | +62.6% | -38.2% | +100.8% | +65.0% |
| 5Y | -62.8% | -11.1% | -51.7% | -68.0% |
| All | +584.9% | -32.1% | +617.0% | +554.2% |
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