+47.8%
IJH vs IONS
+53.9%
-6.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | -2.5% | -4.3% | +1.8% | -1.9% |
| 30D | -5.0% | +0.4% | -5.4% | -5.2% |
| 3M | +0.5% | -24.1% | +24.6% | +3.5% |
| 6M | +8.2% | -26.4% | +34.7% | +11.8% |
| YTD | +12.5% | -29.7% | +42.1% | +16.9% |
| 1Y | +14.4% | -13.0% | +27.4% | +14.8% |
| 3Y | +49.5% | +35.0% | +14.5% | +33.8% |
| 5Y | +47.8% | +54.2% | -6.4% | +23.7% |
| All | +47.8% | +53.9% | -6.1% | +23.7% |
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