+533.2%
XYZ vs IONS
-4.5%
+537.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -1.0% | -4.8% | +3.9% | +0.4% |
| 30D | -1.7% | +7.2% | -8.9% | -3.8% |
| 3M | +16.7% | -22.7% | +39.4% | +23.2% |
| 6M | +26.9% | -26.9% | +53.7% | +35.8% |
| YTD | +27.1% | -26.6% | +53.7% | +35.8% |
| 1Y | +9.3% | -2.1% | +11.4% | +6.7% |
| 3Y | +42.3% | +43.4% | -1.2% | +15.7% |
| 5Y | -69.3% | +47.0% | -116.3% | -75.4% |
| 10Y | +586.8% | +97.2% | +489.6% | +436.8% |
| All | +533.2% | -4.5% | +537.7% | +388.8% |
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 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