+222.0%
LHX vs IONS
+87.6%
+134.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | -0.8% |
| 7D | -4.3% | -6.7% | +2.4% | -3.5% |
| 30D | -15.1% | -4.1% | -11.0% | -14.8% |
| 3M | -21.0% | -26.6% | +5.6% | -18.5% |
| 6M | -32.0% | -27.5% | -4.5% | -29.8% |
| YTD | -15.3% | -31.5% | +16.1% | -12.1% |
| 1Y | -11.1% | -15.3% | +4.3% | -10.1% |
| 3Y | +54.0% | +31.3% | +22.7% | +43.1% |
| 5Y | +17.1% | +50.2% | -33.1% | +4.1% |
| All | +222.0% | +87.6% | +134.4% | +161.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling