+326.6%
EXPD vs IONS
-32.1%
+358.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -1.1% |
| 7D | +5.5% | -26.3% | +31.8% | +8.5% |
| 30D | -0.8% | -31.9% | +31.1% | +2.8% |
| 3M | +4.1% | -48.0% | +52.1% | +10.9% |
| 6M | +25.7% | -62.6% | +88.2% | +37.8% |
| YTD | +31.4% | -63.3% | +94.7% | +44.1% |
| 1Y | +42.2% | -58.4% | +100.6% | +53.6% |
| 3Y | +77.2% | -38.2% | +115.4% | +77.8% |
| 5Y | +61.0% | -11.1% | +72.1% | +50.9% |
| All | +326.6% | -32.1% | +358.8% | +312.5% |
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