+4,713.9%
HUM vs IONS
+427.5%
+4,286.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.6% |
| 7D | +2.1% | -5.3% | +7.4% | +2.6% |
| 30D | +4.7% | +0.3% | +4.4% | +4.6% |
| 3M | +13.5% | -22.9% | +36.4% | +15.8% |
| 6M | +126.7% | -23.4% | +150.1% | +131.4% |
| YTD | +58.5% | -28.3% | +86.9% | +62.7% |
| 1Y | +31.7% | -7.0% | +38.8% | +31.6% |
| 3Y | -10.6% | +37.6% | -48.2% | -15.5% |
| 5Y | +2.5% | +53.4% | -50.9% | -5.6% |
| 10Y | +148.7% | +83.9% | +64.7% | +117.5% |
| All | +4,713.9% | +427.5% | +4,286.3% | +2,774.3% |
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