+2,521.6%
EXC vs IONS
+154.0%
+2,367.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.2% |
| 7D | -1.9% | -29.6% | +27.7% | -0.7% |
| 30D | +7.8% | -35.6% | +43.3% | +9.5% |
| 3M | +1.9% | -51.7% | +53.6% | +4.7% |
| 6M | +3.4% | -64.0% | +67.4% | +7.3% |
| YTD | +7.6% | -65.5% | +73.1% | +11.8% |
| 1Y | +2.1% | -62.4% | +64.5% | +5.7% |
| 3Y | +29.6% | -41.1% | +70.7% | +30.6% |
| 5Y | +39.5% | -16.5% | +56.0% | +37.6% |
| 10Y | +200.2% | -35.8% | +236.1% | +195.7% |
| All | +2,521.6% | +154.0% | +2,367.6% | +2,336.8% |
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