+5.8%
HD vs IONS
+17.1%
-11.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.0% |
| 7D | +4.3% | -9.4% | +13.8% | +5.3% |
| 30D | +20.2% | -10.7% | +30.9% | +21.3% |
| 3M | -1.0% | -27.7% | +26.6% | +1.8% |
| 6M | +7.9% | -48.7% | +56.6% | +13.9% |
| YTD | +2.0% | -50.2% | +52.2% | +7.9% |
| 1Y | -4.3% | -46.8% | +42.5% | +0.5% |
| 3Y | +25.9% | -14.8% | +40.8% | +22.9% |
| All | +5.8% | +17.1% | -11.3% | -0.5% |
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 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