+480.9%
IONS vs HRB
+2,189.7%
-1,708.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.1% |
| 7D | -4.8% | -5.7% | +0.8% | -3.3% |
| 30D | +7.2% | +7.9% | -0.7% | +4.2% |
| 3M | -22.7% | +32.1% | -54.8% | -29.5% |
| 6M | -26.9% | +62.2% | -89.1% | -38.4% |
| YTD | -26.6% | +16.4% | -43.0% | -32.2% |
| 1Y | -2.1% | -0.3% | -1.9% | -5.6% |
| 3Y | +43.4% | +36.0% | +7.4% | +22.6% |
| 5Y | +47.0% | +125.2% | -78.2% | +4.2% |
| 10Y | +97.2% | +237.7% | -140.5% | +10.4% |
| All | +480.9% | +2,189.7% | -1,708.8% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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