+254.0%
THC vs IONS
+47.7%
+206.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.7% | -4.8% | +4.2% | +0.4% |
| 30D | +1.3% | +7.2% | -5.9% | -0.5% |
| 3M | +64.2% | -22.7% | +86.9% | +71.6% |
| 6M | +8.3% | -26.9% | +35.2% | +14.5% |
| YTD | +33.4% | -26.6% | +59.9% | +40.5% |
| 1Y | +37.7% | -2.1% | +39.8% | +35.5% |
| 3Y | +236.8% | +43.4% | +193.4% | +182.3% |
| All | +254.0% | +47.7% | +206.2% | +176.0% |
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