+139.3%
HOOD vs IONS
-18.7%
+157.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -21.4% | +24.3% | +9.8% |
| 7D | -0.6% | -24.8% | +24.2% | +7.7% |
| 30D | -23.6% | -31.5% | +8.0% | -14.7% |
| 3M | -10.7% | -45.2% | +34.5% | +6.7% |
| 6M | +8.2% | -59.1% | +67.2% | +39.7% |
| YTD | -26.3% | -60.8% | +34.5% | -3.6% |
| 1Y | -36.1% | -57.9% | +21.8% | -18.8% |
| 3Y | +950.7% | -34.5% | +985.2% | +949.7% |
| 5Y | +127.0% | -8.8% | +135.9% | +71.0% |
| All | +139.3% | -18.7% | +157.9% | +97.2% |
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 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