+153.4%
EXE vs IONS
-51.0%
+204.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | +0.3% |
| 7D | +5.3% | -26.3% | +31.6% | +7.9% |
| 30D | -2.2% | -31.9% | +29.7% | +0.9% |
| 3M | -5.9% | -48.0% | +42.1% | -0.4% |
| 6M | -5.7% | -62.6% | +56.8% | +2.6% |
| YTD | -17.8% | -63.3% | +45.4% | -10.6% |
| 1Y | -23.1% | -58.4% | +35.3% | -17.5% |
| 3Y | +21.2% | -38.2% | +59.4% | +21.8% |
| 5Y | +78.8% | -11.1% | +89.9% | +66.9% |
| All | +153.4% | -51.0% | +204.5% | +146.8% |
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 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