+1,068.3%
IJH vs IONS
+534.5%
+533.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.3% |
| 7D | +1.0% | -5.3% | +6.3% | +1.8% |
| 30D | -3.1% | +0.3% | -3.4% | -3.3% |
| 3M | +1.9% | -22.9% | +24.8% | +5.0% |
| 6M | +11.0% | -23.4% | +34.4% | +14.3% |
| YTD | +14.7% | -28.3% | +43.0% | +19.2% |
| 1Y | +15.6% | -7.0% | +22.6% | +15.3% |
| 3Y | +52.5% | +37.6% | +14.9% | +39.4% |
| 5Y | +49.1% | +53.4% | -4.3% | +31.3% |
| 10Y | +177.7% | +83.9% | +93.7% | +124.9% |
| All | +1,068.3% | +534.5% | +533.7% | +458.4% |
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 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