+30,150.3%
EXPD vs IONS
+260.9%
+29,889.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -4.1% |
| 7D | -4.8% | -12.6% | +7.8% | -3.6% |
| 30D | -1.5% | -11.8% | +10.3% | -0.4% |
| 3M | +4.1% | -28.4% | +32.5% | +7.2% |
| 6M | +24.0% | -48.4% | +72.5% | +30.9% |
| YTD | +27.4% | -51.0% | +78.4% | +34.9% |
| 1Y | +38.4% | -48.0% | +86.4% | +45.7% |
| 3Y | +73.2% | -17.8% | +91.0% | +71.6% |
| 5Y | +59.9% | +15.2% | +44.7% | +51.1% |
| 10Y | +319.9% | +43.0% | +276.9% | +273.1% |
| All | +30,150.3% | +260.9% | +29,889.4% | +17,799.0% |
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