-12.0%
CHYM vs IONS
+55.6%
-67.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.8% | -5.5% |
| 7D | -2.9% | -4.3% | +1.4% | -3.2% |
| 30D | +3.0% | +0.4% | +2.5% | +3.1% |
| 3M | +98.7% | -24.1% | +122.8% | +95.9% |
| 6M | +46.4% | -26.4% | +72.9% | +43.6% |
| YTD | +29.8% | -29.7% | +59.5% | +26.6% |
| 1Y | +40.5% | -13.0% | +53.5% | +42.9% |
| All | -12.0% | +55.6% | -67.6% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling