+31.6%
EXC vs IONS
-38.5%
+70.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -1.4% | -29.4% | +28.1% | -1.3% |
| 30D | +8.3% | -35.1% | +43.4% | +8.3% |
| 3M | +2.6% | -48.9% | +51.5% | +2.7% |
| 6M | +5.2% | -62.4% | +67.6% | +5.3% |
| YTD | +7.5% | -64.2% | +71.7% | +7.6% |
| 1Y | +3.2% | -60.9% | +64.1% | +3.3% |
| All | +31.6% | -38.5% | +70.1% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling