+13.0%
IONS vs EXR
-0.3%
+13.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -9.4% | +5.2% | -14.6% | -10.9% |
| 30D | -10.7% | +20.9% | -31.6% | -15.9% |
| 3M | -27.7% | +7.7% | -35.4% | -29.4% |
| 6M | -48.7% | +13.2% | -61.9% | -50.8% |
| YTD | -50.2% | +26.5% | -76.6% | -53.9% |
| 1Y | -46.8% | +27.2% | -74.0% | -50.8% |
| 3Y | -14.8% | +71.5% | -86.4% | -30.9% |
| All | +13.0% | -0.3% | +13.4% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling