+2,939.9%
HPQ vs IONS
+440.4%
+2,499.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +6.9% | -4.8% | +11.8% | +7.5% |
| 30D | +14.4% | +7.2% | +7.2% | +13.5% |
| 3M | +25.6% | -22.7% | +48.3% | +28.5% |
| 6M | +75.0% | -26.9% | +101.9% | +79.9% |
| YTD | +50.7% | -26.6% | +77.3% | +54.7% |
| 1Y | +18.7% | -2.1% | +20.8% | +17.6% |
| 3Y | +21.5% | +43.4% | -21.9% | +12.8% |
| 5Y | +31.6% | +47.0% | -15.4% | +19.7% |
| 10Y | +216.1% | +97.2% | +118.9% | +167.2% |
| All | +2,939.9% | +440.4% | +2,499.5% | +1,485.8% |
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