+128.6%
CHD vs IONS
+84.6%
+44.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -4.2% | -8.7% | +4.5% | -3.8% |
| 30D | -7.6% | -1.6% | -6.0% | -7.5% |
| 3M | -1.6% | -24.9% | +23.3% | -0.5% |
| 6M | -6.3% | -25.7% | +19.3% | -5.3% |
| YTD | +14.6% | -29.2% | +43.8% | +16.1% |
| 1Y | +1.6% | -13.0% | +14.6% | +1.9% |
| 3Y | +3.1% | +35.9% | -32.8% | +0.4% |
| 5Y | +21.1% | +54.5% | -33.4% | +16.1% |
| 10Y | +128.6% | +93.1% | +35.5% | +118.4% |
| All | +128.6% | +84.6% | +44.0% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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