+14,220.9%
HD vs IONS
+266.7%
+13,954.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.0% |
| YTD | +2.0% | -50.2% | +52.2% | +7.9% |
| 1Y | -4.3% | -46.8% | +42.5% | +0.6% |
| 3Y | +25.9% | -14.8% | +40.8% | +24.4% |
| 5Y | +5.8% | +17.0% | -11.2% | +0.1% |
| 10Y | +262.5% | +45.3% | +217.2% | +223.9% |
| All | +14,220.9% | +266.7% | +13,954.2% | +8,845.1% |
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