+27.6%
CNH vs IONS
-59.1%
+86.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +6.7% | -29.4% | +36.1% | +6.1% |
| 30D | +7.2% | -35.1% | +42.3% | +7.3% |
| 3M | +17.5% | -48.9% | +66.4% | +20.7% |
| 6M | +15.0% | -62.4% | +77.4% | +19.0% |
| YTD | +36.8% | -64.2% | +101.0% | +43.7% |
| 1Y | +27.6% | -60.9% | +88.5% | +33.7% |
| All | +27.6% | -59.1% | +86.8% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling