+213.9%
IONS vs EXEL
+353.7%
-139.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.1% | -24.5% | -22.2% |
| 7D | -24.8% | +2.3% | -27.1% | -25.5% |
| 30D | -31.5% | +19.8% | -51.4% | -35.1% |
| 3M | -45.2% | +32.7% | -77.9% | -49.5% |
| 6M | -59.1% | +49.0% | -108.0% | -63.6% |
| YTD | -60.8% | +63.7% | -124.5% | -66.2% |
| 1Y | -57.9% | +75.8% | -133.6% | -64.4% |
| 3Y | -34.5% | +241.3% | -275.8% | -55.9% |
| 5Y | -8.8% | +289.0% | -297.9% | -41.1% |
| 10Y | -19.2% | +377.6% | -396.9% | -55.0% |
| All | +213.9% | +353.7% | -139.8% | -21.6% |
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 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