+83.9%
IONS vs EXEL
+380.2%
-296.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.6% |
| 7D | -5.3% | +1.4% | -6.7% | -5.8% |
| 30D | +0.3% | +6.7% | -6.4% | -2.1% |
| 3M | -22.9% | +11.5% | -34.3% | -26.1% |
| 6M | -23.4% | +38.8% | -62.2% | -32.5% |
| YTD | -28.3% | +31.6% | -59.9% | -35.8% |
| 1Y | -7.0% | +53.0% | -60.0% | -21.8% |
| 3Y | +37.6% | +160.8% | -123.2% | -10.9% |
| 5Y | +53.4% | +190.1% | -136.7% | -6.1% |
| 10Y | +83.9% | +367.0% | -283.0% | -29.6% |
| All | +83.9% | +380.2% | -296.2% | -29.6% |
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