+118.5%
EXPE vs IONS
-5.7%
+124.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -21.4% | +21.3% | +4.1% |
| 7D | -13.3% | -24.8% | +11.5% | -8.8% |
| 30D | -5.5% | -31.5% | +26.0% | +1.2% |
| 3M | -16.5% | -45.2% | +28.7% | -6.8% |
| 6M | +13.1% | -59.1% | +72.1% | +32.0% |
| YTD | -8.0% | -60.8% | +52.8% | +7.8% |
| 1Y | +1.1% | -57.9% | +58.9% | +16.4% |
| 3Y | +131.2% | -34.5% | +165.6% | +130.4% |
| 5Y | +39.8% | -8.8% | +48.6% | +25.9% |
| 10Y | +118.5% | -19.2% | +137.7% | +108.1% |
| All | +118.5% | -5.7% | +124.2% | +108.1% |
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