+380.9%
THC vs IONS
+440.4%
-59.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.7% | -4.8% | +4.2% | -0.1% |
| 30D | +1.3% | +7.2% | -5.9% | +0.4% |
| 3M | +64.2% | -22.7% | +86.9% | +68.1% |
| 6M | +8.3% | -26.9% | +35.2% | +11.4% |
| YTD | +33.4% | -26.6% | +59.9% | +37.0% |
| 1Y | +37.7% | -2.1% | +39.8% | +37.0% |
| 3Y | +236.8% | +43.4% | +193.4% | +215.0% |
| 5Y | +249.3% | +47.0% | +202.3% | +223.2% |
| 10Y | +995.2% | +97.2% | +898.1% | +871.8% |
| All | +380.9% | +440.4% | -59.4% | +216.1% |
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