-3.5%
HD vs IONS
-59.1%
+55.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -1.2% | -29.4% | +28.3% | -0.3% |
| 30D | +20.9% | -35.1% | +56.0% | +22.5% |
| 3M | -0.2% | -48.9% | +48.7% | +2.8% |
| 6M | +14.5% | -62.4% | +76.9% | +18.0% |
| YTD | +4.3% | -64.2% | +68.5% | +7.8% |
| 1Y | -3.5% | -60.9% | +57.4% | -2.2% |
| All | -3.5% | -59.1% | +55.7% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling