+1,120.4%
IONS vs EXR
+2,662.2%
-1,541.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.4% |
| 7D | -4.8% | -2.6% | -2.3% | -3.9% |
| 30D | +7.2% | -7.2% | +14.4% | +10.2% |
| 3M | -22.7% | -3.5% | -19.2% | -21.7% |
| 6M | -26.9% | -5.3% | -21.6% | -25.6% |
| YTD | -26.6% | +9.4% | -35.9% | -29.4% |
| 1Y | -2.1% | +1.3% | -3.4% | -3.3% |
| 3Y | +43.4% | +22.4% | +21.0% | +28.2% |
| 5Y | +47.0% | -12.2% | +59.2% | +46.0% |
| 10Y | +97.2% | +148.6% | -51.4% | +22.5% |
| All | +1,120.4% | +2,662.2% | -1,541.9% | +192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling