-33.5%
IONS vs EXR
+217.4%
-250.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -29.4% | -1.1% | -28.3% | -29.2% |
| 30D | -35.1% | +18.8% | -53.9% | -38.5% |
| 3M | -48.9% | +9.9% | -58.8% | -50.4% |
| 6M | -62.4% | +12.6% | -75.0% | -63.8% |
| YTD | -64.2% | +26.5% | -90.7% | -66.8% |
| 1Y | -60.9% | +24.5% | -85.4% | -63.6% |
| 3Y | -38.9% | +52.4% | -91.3% | -47.5% |
| 5Y | -15.6% | -1.5% | -14.1% | -18.3% |
| 10Y | -33.5% | +216.0% | -249.4% | -50.8% |
| All | -33.5% | +217.4% | -250.9% | -50.8% |
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