+51.5%
HAS vs IONS
-16.3%
+67.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.1% | +9.8% | +1.8% |
| 7D | +3.3% | -30.3% | +33.5% | +7.1% |
| 30D | +30.5% | -37.7% | +68.3% | +37.2% |
| 3M | +29.9% | -50.5% | +80.4% | +40.1% |
| 6M | +26.5% | -62.8% | +89.3% | +40.2% |
| YTD | +51.9% | -64.4% | +116.3% | +69.1% |
| 1Y | +60.9% | -59.5% | +120.4% | +75.7% |
| 3Y | +215.0% | -39.2% | +254.2% | +212.3% |
| 5Y | +51.5% | -15.3% | +66.8% | +40.3% |
| All | +51.5% | -16.3% | +67.8% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling