+4.6%
HUM vs IONS
+55.0%
-50.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.6% |
| 7D | -0.2% | -8.7% | +8.4% | +0.8% |
| 30D | +3.7% | -1.6% | +5.3% | +3.8% |
| 3M | +10.4% | -24.9% | +35.3% | +13.3% |
| 6M | +125.7% | -25.7% | +151.4% | +131.8% |
| YTD | +57.3% | -29.2% | +86.5% | +62.2% |
| 1Y | +48.6% | -13.0% | +61.6% | +49.4% |
| 3Y | -11.3% | +35.9% | -47.3% | -17.9% |
| All | +4.6% | +55.0% | -50.3% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling