+101.9%
HAS vs IONS
-5.7%
+107.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -21.4% | +23.1% | +4.4% |
| 7D | +2.2% | -24.8% | +27.0% | +5.5% |
| 30D | +29.6% | -31.5% | +61.1% | +35.4% |
| 3M | +30.3% | -45.2% | +75.5% | +39.8% |
| 6M | +25.6% | -59.1% | +84.7% | +38.9% |
| YTD | +50.8% | -60.8% | +111.6% | +67.5% |
| 1Y | +63.0% | -57.9% | +120.9% | +79.0% |
| 3Y | +211.6% | -34.5% | +246.1% | +212.4% |
| 5Y | +50.4% | -8.8% | +59.2% | +40.7% |
| 10Y | +101.9% | -19.2% | +121.1% | +83.8% |
| All | +101.9% | -5.7% | +107.6% | +83.8% |
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