+153.4%
HYG vs IONS
+481.6%
-328.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | 0.0% | -5.3% | +5.3% | +0.3% |
| 30D | -0.1% | +0.3% | -0.3% | -0.1% |
| 3M | +1.0% | -22.9% | +23.9% | +2.2% |
| 6M | +2.3% | -23.4% | +25.7% | +3.6% |
| YTD | +2.1% | -28.3% | +30.4% | +3.7% |
| 1Y | +3.8% | -7.0% | +10.8% | +3.7% |
| 3Y | +26.7% | +37.6% | -10.9% | +21.9% |
| 5Y | +19.3% | +53.4% | -34.1% | +12.8% |
| 10Y | +55.3% | +83.9% | -28.7% | +40.4% |
| All | +153.4% | +481.6% | -328.2% | +83.5% |
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