+72.6%
XYZ vs IONS
-16.4%
+89.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | +12.1% | -9.4% | +21.6% | +13.5% |
| 30D | +12.4% | -10.7% | +23.1% | +13.9% |
| 3M | +8.2% | -27.7% | +35.8% | +12.4% |
| 6M | +20.7% | -48.7% | +69.4% | +29.8% |
| YTD | +31.3% | -50.2% | +81.5% | +41.7% |
| 1Y | +20.5% | -46.8% | +67.3% | +28.9% |
| 3Y | +72.6% | -14.8% | +87.5% | +64.8% |
| All | +72.6% | -16.4% | +89.0% | +64.8% |
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