-31.2%
IONS vs EXEL
+363.4%
-394.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.6% | -7.4% | -8.5% |
| 7D | -30.3% | -2.4% | -27.9% | -29.9% |
| 30D | -37.7% | +17.9% | -55.7% | -41.4% |
| 3M | -50.5% | +33.3% | -83.8% | -55.3% |
| 6M | -62.8% | +46.6% | -109.3% | -67.6% |
| YTD | -64.4% | +61.0% | -125.4% | -70.1% |
| 1Y | -59.5% | +70.4% | -129.9% | -66.7% |
| 3Y | -39.2% | +236.1% | -275.3% | -63.1% |
| 5Y | -15.3% | +284.8% | -300.2% | -51.5% |
| 10Y | -31.2% | +348.4% | -379.6% | -69.6% |
| All | -31.2% | +363.4% | -394.6% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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