-2.1%
IONS vs EXR
+1.1%
-3.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.3% |
| 7D | -4.8% | -2.6% | -2.3% | -4.0% |
| 30D | +7.2% | -7.2% | +14.4% | +9.8% |
| 3M | -22.7% | -3.5% | -19.2% | -21.9% |
| 6M | -26.9% | -5.3% | -21.6% | -26.0% |
| YTD | -26.6% | +9.4% | -35.9% | -29.4% |
| 1Y | -2.1% | +1.3% | -3.4% | -4.5% |
| All | -2.1% | +1.1% | -3.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling