+261.2%
HL vs IONS
+92.6%
+168.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -5.6% | -4.3% | -1.3% | -4.9% |
| 30D | +12.7% | +0.4% | +12.3% | +12.7% |
| 3M | +42.5% | -24.1% | +66.6% | +47.7% |
| 6M | -9.0% | -26.4% | +17.4% | -5.2% |
| YTD | +4.4% | -29.7% | +34.0% | +9.9% |
| 1Y | +82.7% | -13.0% | +95.7% | +85.3% |
| 3Y | +406.3% | +35.0% | +371.2% | +363.1% |
| 5Y | +238.2% | +54.2% | +184.0% | +200.5% |
| All | +261.2% | +92.6% | +168.6% | +213.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling