+566.1%
XYZ vs IONS
-36.2%
+602.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -2.8% |
| 7D | -2.1% | -29.6% | +27.5% | +8.5% |
| 30D | +7.0% | -35.6% | +42.6% | +22.2% |
| 3M | +5.1% | -51.7% | +56.8% | +31.8% |
| 6M | +14.1% | -64.0% | +78.0% | +54.8% |
| YTD | +26.4% | -65.5% | +91.9% | +73.7% |
| 1Y | +25.1% | -62.4% | +87.5% | +66.3% |
| 3Y | +59.7% | -41.1% | +100.8% | +64.5% |
| 5Y | -63.8% | -16.5% | -47.4% | -68.2% |
| All | +566.1% | -36.2% | +602.3% | +549.9% |
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