-38.2%
IONS vs EXEL
+230.5%
-268.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.6% |
| 7D | -26.3% | -0.8% | -25.5% | -26.3% |
| 30D | -31.9% | +13.1% | -45.1% | -33.8% |
| 3M | -48.0% | +36.3% | -84.3% | -51.2% |
| 6M | -62.6% | +34.5% | -97.1% | -64.8% |
| YTD | -63.3% | +57.4% | -120.7% | -66.5% |
| 1Y | -58.4% | +62.9% | -121.3% | -62.3% |
| 3Y | -38.2% | +229.5% | -267.7% | -51.9% |
| All | -38.2% | +230.5% | -268.7% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling