-11.4%
IONS vs EXR
-1.8%
-9.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.2% | +6.4% |
| 7D | -26.3% | -0.4% | -25.8% | -26.2% |
| 30D | -31.9% | +18.2% | -50.2% | -35.5% |
| 3M | -48.0% | +7.3% | -55.3% | -49.2% |
| 6M | -62.6% | +13.8% | -76.4% | -64.1% |
| YTD | -63.3% | +25.9% | -89.2% | -66.0% |
| 1Y | -58.4% | +25.8% | -84.2% | -61.4% |
| 3Y | -38.2% | +53.7% | -91.9% | -47.8% |
| All | -11.4% | -1.8% | -9.6% | -18.2% |
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