+540.2%
HPE vs IONS
+84.6%
+455.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.3% |
| 7D | +13.6% | -8.7% | +22.3% | +15.1% |
| 30D | +7.7% | -1.6% | +9.3% | +7.8% |
| 3M | +22.4% | -24.9% | +47.3% | +25.9% |
| 6M | +172.6% | -25.7% | +198.3% | +180.3% |
| YTD | +147.5% | -29.2% | +176.7% | +156.3% |
| 1Y | +151.8% | -13.0% | +164.8% | +150.5% |
| 3Y | +267.1% | +35.9% | +231.1% | +224.7% |
| 5Y | +362.8% | +54.5% | +308.3% | +288.7% |
| 10Y | +540.2% | +93.1% | +447.1% | +415.5% |
| All | +540.2% | +84.6% | +455.6% | +415.5% |
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