+299.2%
IONS vs EXEL
+340.0%
-40.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.2% |
| 7D | -9.4% | +0.3% | -9.7% | -9.5% |
| 30D | -10.7% | +19.0% | -29.8% | -15.0% |
| 3M | -27.7% | +33.3% | -60.9% | -33.3% |
| 6M | -48.7% | +42.9% | -91.6% | -53.8% |
| YTD | -50.2% | +58.7% | -108.9% | -56.6% |
| 1Y | -46.8% | +70.5% | -117.3% | -54.6% |
| 3Y | -14.8% | +233.8% | -248.7% | -42.2% |
| 5Y | +17.0% | +259.3% | -242.3% | -22.5% |
| 10Y | +45.3% | +484.1% | -438.8% | -22.7% |
| All | +299.2% | +340.0% | -40.8% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling