+18.3%
HYG vs IONS
+50.3%
-32.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.1% |
| 7D | -0.7% | -6.7% | +6.0% | -0.4% |
| 30D | -0.7% | -4.1% | +3.4% | -0.5% |
| 3M | -0.2% | -26.6% | +26.4% | +1.1% |
| 6M | +1.4% | -27.5% | +28.9% | +2.7% |
| YTD | +1.5% | -31.5% | +32.9% | +3.0% |
| 1Y | +2.9% | -15.3% | +18.2% | +3.2% |
| 3Y | +25.6% | +31.3% | -5.6% | +20.7% |
| All | +18.3% | +50.3% | -32.0% | +11.2% |
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