+16.4%
HPQ vs IONS
-40.7%
+57.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.1% | +9.7% | +1.4% |
| 7D | +0.5% | -30.3% | +30.8% | +3.4% |
| 30D | -5.9% | -37.7% | +31.8% | -2.3% |
| 3M | -3.7% | -50.5% | +46.8% | +1.9% |
| 6M | +28.1% | -62.8% | +90.8% | +38.0% |
| YTD | +32.5% | -64.4% | +96.8% | +43.2% |
| 1Y | +18.1% | -59.5% | +77.6% | +25.5% |
| 3Y | +16.4% | -39.2% | +55.6% | +12.0% |
| All | +16.4% | -40.7% | +57.2% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling