+55.2%
HYG vs IONS
+87.6%
-32.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.1% |
| 7D | -0.7% | -6.7% | +6.0% | -0.3% |
| 30D | -0.7% | -4.1% | +3.4% | -0.5% |
| 3M | -0.2% | -26.6% | +26.4% | +1.2% |
| 6M | +1.4% | -27.5% | +28.9% | +2.8% |
| YTD | +1.5% | -31.5% | +32.9% | +3.1% |
| 1Y | +2.9% | -15.3% | +18.2% | +3.3% |
| 3Y | +25.6% | +31.3% | -5.6% | +21.3% |
| 5Y | +18.6% | +50.2% | -31.7% | +12.5% |
| All | +55.2% | +87.6% | -32.4% | +46.4% |
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