+113.9%
CNH vs IONS
-29.6%
+143.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +6.7% | -29.4% | +36.1% | +12.3% |
| 30D | +7.2% | -35.1% | +42.3% | +14.5% |
| 3M | +17.5% | -48.9% | +66.4% | +30.7% |
| 6M | +15.0% | -62.4% | +77.4% | +34.1% |
| YTD | +36.8% | -64.2% | +101.0% | +61.0% |
| 1Y | +27.6% | -60.9% | +88.5% | +47.5% |
| 3Y | +34.3% | -38.9% | +73.2% | +36.4% |
| 5Y | -12.2% | -15.6% | +3.4% | -20.2% |
| 10Y | +113.9% | -33.5% | +147.3% | +100.3% |
| All | +113.9% | -29.6% | +143.5% | +100.3% |
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