+102.2%
HAS vs IONS
-27.6%
+129.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.1% | +9.8% | +1.9% |
| 7D | +3.3% | -30.3% | +33.5% | +7.6% |
| 30D | +30.5% | -37.7% | +68.3% | +37.9% |
| 3M | +29.9% | -50.5% | +80.4% | +41.1% |
| 6M | +26.5% | -62.8% | +89.3% | +41.5% |
| YTD | +51.9% | -64.4% | +116.3% | +70.7% |
| 1Y | +60.9% | -59.5% | +120.4% | +77.3% |
| 3Y | +215.0% | -39.2% | +254.2% | +218.5% |
| 5Y | +51.5% | -15.3% | +66.8% | +42.9% |
| 10Y | +102.2% | -31.2% | +133.4% | +87.7% |
| All | +102.2% | -27.6% | +129.9% | +87.7% |
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