+144.5%
EXE vs IONS
-47.7%
+192.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -21.4% | +23.0% | +3.6% |
| 7D | -3.9% | -24.8% | +20.9% | -1.6% |
| 30D | -2.6% | -31.5% | +29.0% | +0.6% |
| 3M | -6.9% | -45.2% | +38.3% | -1.8% |
| 6M | -9.3% | -59.1% | +49.7% | -2.1% |
| YTD | -20.7% | -60.8% | +40.1% | -14.2% |
| 1Y | -21.8% | -57.9% | +36.0% | -16.1% |
| 3Y | +16.2% | -34.5% | +50.7% | +16.3% |
| 5Y | +61.1% | -8.8% | +69.9% | +50.0% |
| All | +144.5% | -47.7% | +192.2% | +136.9% |
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 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