+249.8%
DHR vs IONS
-32.1%
+281.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.7% |
| 7D | +1.2% | -26.3% | +27.5% | +5.7% |
| 30D | +3.7% | -31.9% | +35.7% | +9.7% |
| 3M | +14.5% | -48.0% | +62.5% | +26.4% |
| 6M | +40.9% | -62.6% | +103.5% | +63.1% |
| YTD | +2.4% | -63.3% | +65.7% | +18.6% |
| 1Y | +6.1% | -58.4% | +64.5% | +20.1% |
| 3Y | +21.0% | -38.2% | +59.2% | +22.7% |
| 5Y | -11.4% | -11.1% | -0.3% | -18.1% |
| All | +249.8% | -32.1% | +281.9% | +231.7% |
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 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