+312.6%
EXPD vs IONS
+96.6%
+216.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.1% | -4.8% | +3.7% | -0.6% |
| 30D | +4.1% | +7.2% | -3.1% | +3.2% |
| 3M | +17.9% | -22.7% | +40.6% | +20.2% |
| 6M | +29.2% | -26.9% | +56.1% | +32.5% |
| YTD | +27.4% | -26.6% | +53.9% | +30.4% |
| 1Y | +56.8% | -2.1% | +59.0% | +55.0% |
| 3Y | +68.0% | +43.4% | +24.6% | +54.7% |
| 5Y | +61.9% | +47.0% | +14.9% | +45.9% |
| All | +312.6% | +96.6% | +216.0% | +259.2% |
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