+561.5%
HPE vs IONS
-30.6%
+592.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -21.4% | +27.5% | +9.2% |
| 7D | -7.1% | -24.8% | +17.7% | -3.8% |
| 30D | -35.3% | -31.5% | -3.7% | -32.1% |
| 3M | -10.4% | -45.2% | +34.7% | -3.2% |
| 6M | +52.5% | -59.1% | +111.5% | +69.5% |
| YTD | +100.3% | -60.8% | +161.1% | +123.8% |
| 1Y | +106.4% | -57.9% | +164.2% | +127.5% |
| 3Y | +227.4% | -34.5% | +261.9% | +225.8% |
| 5Y | +250.6% | -8.8% | +259.4% | +222.8% |
| 10Y | +365.4% | -19.2% | +384.6% | +322.1% |
| All | +561.5% | -30.6% | +592.0% | +517.8% |
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