+621.7%
HPE vs IONS
+30.1%
+591.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | -0.6% | -4.8% | +4.3% | +0.1% |
| 30D | -2.3% | +7.2% | -9.5% | -3.4% |
| 3M | -2.9% | -22.7% | +19.8% | -0.5% |
| 6M | +143.6% | -26.9% | +170.5% | +151.0% |
| YTD | +118.5% | -26.6% | +145.1% | +124.8% |
| 1Y | +129.2% | -2.1% | +131.3% | +124.3% |
| 3Y | +212.5% | +43.4% | +169.1% | +178.3% |
| 5Y | +286.9% | +47.0% | +239.9% | +235.0% |
| 10Y | +432.3% | +97.2% | +335.2% | +329.3% |
| All | +621.7% | +30.1% | +591.6% | +520.6% |
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