+150.1%
EXE vs IONS
-52.5%
+202.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -9.1% | +11.4% | +3.1% |
| 7D | -2.2% | -30.3% | +28.0% | +0.7% |
| 30D | -0.3% | -37.7% | +37.4% | +3.7% |
| 3M | -9.3% | -50.5% | +41.2% | -3.6% |
| 6M | -7.2% | -62.8% | +55.5% | +1.0% |
| YTD | -18.9% | -64.4% | +45.5% | -11.5% |
| 1Y | -21.7% | -59.5% | +37.8% | -15.7% |
| 3Y | +21.0% | -39.2% | +60.2% | +21.7% |
| 5Y | +76.0% | -15.3% | +91.3% | +64.9% |
| All | +150.1% | -52.5% | +202.6% | +144.3% |
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