+106.3%
CNH vs IONS
-36.2%
+142.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.6% | -0.6% | -3.5% |
| 7D | +6.4% | -29.6% | +36.0% | +12.1% |
| 30D | -1.6% | -35.6% | +33.9% | +5.2% |
| 3M | +11.6% | -51.7% | +63.2% | +25.5% |
| 6M | +12.5% | -64.0% | +76.5% | +32.5% |
| YTD | +31.1% | -65.5% | +96.6% | +55.5% |
| 1Y | +17.0% | -62.4% | +79.4% | +36.3% |
| 3Y | +28.7% | -41.1% | +69.8% | +31.6% |
| 5Y | -17.4% | -16.5% | -0.9% | -25.0% |
| All | +106.3% | -36.2% | +142.5% | +95.1% |
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