-2.6%
HD vs IONS
-59.8%
+57.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.1% | +8.4% | -0.4% |
| 7D | +5.2% | -30.3% | +35.5% | +6.2% |
| 30D | +20.7% | -37.7% | +58.5% | +22.7% |
| 3M | +0.8% | -50.5% | +51.3% | +4.1% |
| 6M | +12.2% | -62.8% | +75.0% | +16.0% |
| YTD | +4.2% | -64.4% | +68.6% | +7.9% |
| 1Y | -2.6% | -59.5% | +56.9% | -2.5% |
| All | -2.6% | -59.8% | +57.2% | -2.5% |
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