-19.2%
IONS vs EXR
+215.3%
-234.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.6% | -22.0% | -21.5% |
| 7D | -24.8% | +2.7% | -27.5% | -25.5% |
| 30D | -31.5% | +18.9% | -50.5% | -35.1% |
| 3M | -45.2% | +8.4% | -53.6% | -46.6% |
| 6M | -59.1% | +14.3% | -73.4% | -60.8% |
| YTD | -60.8% | +27.2% | -88.1% | -63.7% |
| 1Y | -57.9% | +25.9% | -83.8% | -60.8% |
| 3Y | -34.5% | +54.6% | -89.1% | -43.9% |
| 5Y | -8.8% | -0.6% | -8.2% | -12.0% |
| 10Y | -19.2% | +208.5% | -227.7% | -37.5% |
| All | -19.2% | +215.3% | -234.5% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling