+1,658.7%
HCA vs IONS
+538.4%
+1,120.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -3.1% | -4.8% | +1.8% | -2.5% |
| 30D | -1.1% | +7.2% | -8.3% | -2.1% |
| 3M | +12.2% | -22.7% | +34.8% | +15.2% |
| 6M | -25.3% | -26.9% | +1.5% | -22.8% |
| YTD | -12.9% | -26.6% | +13.6% | -10.2% |
| 1Y | -0.9% | -2.1% | +1.2% | -1.7% |
| 3Y | +47.6% | +43.4% | +4.2% | +35.3% |
| 5Y | +67.0% | +47.0% | +20.0% | +49.5% |
| 10Y | +471.4% | +97.2% | +374.3% | +379.4% |
| All | +1,658.7% | +538.4% | +1,120.3% | +808.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling