+426.7%
THC vs IONS
+162.2%
+264.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.1% | +9.5% | +1.4% |
| 7D | +8.8% | -30.3% | +39.1% | +12.8% |
| 30D | +10.0% | -37.7% | +47.8% | +15.4% |
| 3M | +11.7% | -50.5% | +62.2% | +19.9% |
| 6M | +52.5% | -62.8% | +115.2% | +68.1% |
| YTD | +46.1% | -64.4% | +110.4% | +61.6% |
| 1Y | +49.1% | -59.5% | +108.6% | +62.7% |
| 3Y | +439.6% | -39.2% | +478.8% | +453.0% |
| 5Y | +263.2% | -15.3% | +278.5% | +256.2% |
| 10Y | +1,900.5% | -31.2% | +1,931.6% | +1,882.2% |
| All | +426.7% | +162.2% | +264.5% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling