-11.1%
CHYM vs IONS
+51.6%
-62.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +0.8% |
| 7D | -2.3% | -6.7% | +4.4% | -2.7% |
| 30D | +4.4% | -4.1% | +8.5% | +4.2% |
| 3M | +91.3% | -26.6% | +117.9% | +88.1% |
| 6M | +44.0% | -27.5% | +71.5% | +41.2% |
| YTD | +31.1% | -31.5% | +62.6% | +27.6% |
| 1Y | +37.8% | -15.3% | +53.2% | +40.0% |
| All | -11.1% | +51.6% | -62.7% | +17.5% |
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