+10.3%
CNH vs IONS
+43.7%
-33.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | +23.3% | -4.8% | +28.1% | +24.0% |
| 30D | +33.5% | +7.2% | +26.3% | +32.1% |
| 3M | +32.7% | -22.7% | +55.4% | +35.7% |
| 6M | +22.2% | -26.9% | +49.1% | +25.7% |
| YTD | +57.7% | -26.6% | +84.3% | +62.2% |
| 1Y | +28.0% | -2.1% | +30.1% | +26.7% |
| All | +10.3% | +43.7% | -33.4% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling