+855.0%
EXPE vs IONS
+1,162.8%
-307.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -9.5% | -4.8% | -4.7% | -8.7% |
| 30D | -6.6% | +7.2% | -13.8% | -7.9% |
| 3M | +31.4% | -22.7% | +54.1% | +36.3% |
| 6M | +35.2% | -26.9% | +62.1% | +41.5% |
| YTD | +5.8% | -26.6% | +32.4% | +10.4% |
| 1Y | +38.7% | -2.1% | +40.8% | +36.2% |
| 3Y | +175.8% | +43.4% | +132.3% | +141.3% |
| 5Y | +111.8% | +47.0% | +64.9% | +80.4% |
| 10Y | +179.7% | +97.2% | +82.5% | +108.7% |
| All | +855.0% | +1,162.8% | -307.8% | +302.6% |
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