+152.3%
HUM vs IONS
+87.6%
+64.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.6% |
| 7D | +2.1% | -6.7% | +8.7% | +3.1% |
| 30D | +5.4% | -4.1% | +9.5% | +5.9% |
| 3M | +11.4% | -26.6% | +38.0% | +15.6% |
| 6M | +141.5% | -27.5% | +169.0% | +150.9% |
| YTD | +61.2% | -31.5% | +92.7% | +68.5% |
| 1Y | +49.2% | -15.3% | +64.5% | +50.9% |
| 3Y | -9.0% | +31.3% | -40.3% | -16.6% |
| 5Y | +7.2% | +50.2% | -43.0% | -6.3% |
| All | +152.3% | +87.6% | +64.6% | +107.6% |
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 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