+269.3%
THC vs IONS
-14.9%
+284.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +0.2% | -29.4% | +29.7% | +6.9% |
| 30D | +9.0% | -35.1% | +44.1% | +18.4% |
| 3M | +12.9% | -48.9% | +61.8% | +28.7% |
| 6M | +52.8% | -62.4% | +115.3% | +84.6% |
| YTD | +47.4% | -64.2% | +111.6% | +79.5% |
| 1Y | +47.7% | -60.9% | +108.6% | +76.0% |
| 3Y | +444.7% | -38.9% | +483.5% | +453.9% |
| 5Y | +269.3% | -15.6% | +284.8% | +223.5% |
| All | +269.3% | -14.9% | +284.2% | +223.5% |
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