-12.9%
CHYM vs IONS
+58.6%
-71.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -4.5% |
| 7D | +2.1% | -5.3% | +7.3% | +1.7% |
| 30D | +11.0% | +0.3% | +10.8% | +11.2% |
| 3M | +83.9% | -22.9% | +106.8% | +81.4% |
| 6M | +45.3% | -23.4% | +68.8% | +43.2% |
| YTD | +28.4% | -28.3% | +56.7% | +25.4% |
| 1Y | +32.2% | -7.0% | +39.2% | +36.1% |
| All | -12.9% | +58.6% | -71.5% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling