+8.0%
HUM vs IONS
-11.8%
+19.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.0% | +0.6% |
| 7D | +3.7% | -26.3% | +30.0% | +7.3% |
| 30D | +5.5% | -31.9% | +37.5% | +10.2% |
| 3M | +17.1% | -48.0% | +65.1% | +26.2% |
| 6M | +48.3% | -62.6% | +110.8% | +64.8% |
| YTD | +77.4% | -63.3% | +140.6% | +97.1% |
| 1Y | +92.6% | -58.4% | +151.0% | +110.8% |
| 3Y | -6.1% | -38.2% | +32.1% | -4.5% |
| All | +8.0% | -11.8% | +19.8% | +5.6% |
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 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