-91.6%
HTZ vs IONS
+0.3%
-92.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.7% | +9.8% | +9.3% |
| 7D | +18.9% | -10.6% | +29.5% | +21.8% |
| 30D | +26.3% | -7.7% | +34.0% | +28.3% |
| 3M | +49.7% | -27.1% | +76.8% | +60.1% |
| 6M | -61.1% | -46.8% | -14.3% | -56.4% |
| YTD | -56.0% | -49.2% | -6.8% | -50.1% |
| 1Y | -66.4% | -44.9% | -21.5% | -62.7% |
| 3Y | -75.8% | -14.9% | -60.9% | -77.1% |
| 5Y | -93.1% | +15.9% | -109.0% | -94.2% |
| All | -91.6% | +0.3% | -92.0% | -93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling