+8.6%
GAP vs IONS
-27.6%
+36.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.1% | +7.9% | +0.7% |
| 7D | -0.1% | -30.3% | +30.2% | +6.7% |
| 30D | -5.4% | -37.7% | +32.3% | +3.4% |
| 3M | +2.9% | -50.5% | +53.4% | +17.8% |
| 6M | -4.4% | -62.8% | +58.3% | +14.6% |
| YTD | -11.6% | -64.4% | +52.8% | +6.9% |
| 1Y | -6.0% | -59.5% | +53.4% | +10.3% |
| 3Y | +78.0% | -39.2% | +117.2% | +82.8% |
| 5Y | +8.5% | -15.3% | +23.8% | -0.3% |
| 10Y | +8.6% | -31.2% | +39.8% | +0.1% |
| All | +8.6% | -27.6% | +36.2% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling