+151.7%
EXC vs IONS
+98.1%
+53.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +0.3% | -4.8% | +5.1% | +0.7% |
| 30D | -3.7% | +7.2% | -10.9% | -4.3% |
| 3M | -1.3% | -22.7% | +21.4% | +0.3% |
| 6M | -9.7% | -26.9% | +17.2% | -7.9% |
| YTD | +2.9% | -26.6% | +29.5% | +4.8% |
| 1Y | +4.4% | -2.1% | +6.5% | +3.8% |
| 3Y | +22.2% | +43.4% | -21.2% | +15.4% |
| 5Y | +46.7% | +47.0% | -0.3% | +35.8% |
| All | +151.7% | +98.1% | +53.7% | +134.5% |
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