+599.2%
HPE vs IONS
-36.5%
+635.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.8% |
| 7D | +0.3% | -29.4% | +29.8% | +4.7% |
| 30D | -28.6% | -35.1% | +6.6% | -24.5% |
| 3M | -7.4% | -48.9% | +41.5% | +1.0% |
| 6M | +63.7% | -62.4% | +126.1% | +84.0% |
| YTD | +111.7% | -64.2% | +175.9% | +139.4% |
| 1Y | +123.5% | -60.9% | +184.4% | +148.8% |
| 3Y | +238.7% | -38.9% | +277.6% | +240.0% |
| 5Y | +261.0% | -15.6% | +276.6% | +235.7% |
| 10Y | +390.2% | -33.5% | +423.7% | +355.2% |
| All | +599.2% | -36.5% | +635.7% | +560.7% |
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