+200.1%
EXC vs IONS
-29.6%
+229.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -1.4% | -29.4% | +28.1% | +1.2% |
| 30D | +8.3% | -35.1% | +43.4% | +11.9% |
| 3M | +2.6% | -48.9% | +51.5% | +8.0% |
| 6M | +5.2% | -62.4% | +67.6% | +13.3% |
| YTD | +7.5% | -64.2% | +71.7% | +16.1% |
| 1Y | +3.2% | -60.9% | +64.1% | +10.4% |
| 3Y | +29.5% | -38.9% | +68.4% | +30.9% |
| 5Y | +39.7% | -15.6% | +55.2% | +32.6% |
| 10Y | +200.1% | -33.5% | +233.5% | +184.6% |
| All | +200.1% | -29.6% | +229.7% | +184.6% |
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