+45.4%
THC vs IONS
-60.0%
+105.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.9% |
| 7D | +1.0% | -26.3% | +27.2% | +3.7% |
| 30D | +5.3% | -31.9% | +37.3% | +9.5% |
| 3M | +7.1% | -48.0% | +55.1% | +15.3% |
| 6M | +46.0% | -62.6% | +108.6% | +62.3% |
| YTD | +43.9% | -63.3% | +107.2% | +57.8% |
| 1Y | +45.4% | -58.4% | +103.8% | +40.9% |
| All | +45.4% | -60.0% | +105.4% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling