+192.7%
EXC vs IONS
-36.2%
+228.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.3% |
| 7D | -1.9% | -29.6% | +27.7% | +0.6% |
| 30D | +7.8% | -35.6% | +43.3% | +11.3% |
| 3M | +1.9% | -51.7% | +53.6% | +7.7% |
| 6M | +3.4% | -64.0% | +67.4% | +11.6% |
| YTD | +7.6% | -65.5% | +73.1% | +16.4% |
| 1Y | +2.1% | -62.4% | +64.5% | +9.6% |
| 3Y | +29.6% | -41.1% | +70.7% | +31.3% |
| 5Y | +39.5% | -16.5% | +56.0% | +32.4% |
| All | +192.7% | -36.2% | +228.9% | +185.5% |
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