+554.0%
XYZ vs IONS
-35.2%
+589.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.3% |
| 7D | +12.1% | -9.4% | +21.6% | +15.3% |
| 30D | +12.4% | -10.7% | +23.1% | +15.9% |
| 3M | +8.2% | -27.7% | +35.8% | +17.8% |
| 6M | +20.7% | -48.7% | +69.4% | +42.3% |
| YTD | +31.3% | -50.2% | +81.5% | +55.9% |
| 1Y | +20.5% | -46.8% | +67.3% | +40.0% |
| 3Y | +72.6% | -14.8% | +87.5% | +63.6% |
| 5Y | -64.0% | +17.0% | -81.0% | -69.1% |
| 10Y | +601.8% | +45.3% | +556.5% | +503.9% |
| All | +554.0% | -35.2% | +589.2% | +461.0% |
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