+114.0%
GAP vs IONS
+46.3%
+67.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.5% | -4.8% | +0.4% | -3.9% |
| 30D | +9.0% | +7.2% | +1.8% | +7.9% |
| 3M | +5.0% | -22.7% | +27.7% | +7.5% |
| 6M | -17.8% | -26.9% | +9.1% | -15.0% |
| YTD | -10.4% | -26.6% | +16.2% | -7.5% |
| 1Y | -3.4% | -2.1% | -1.3% | -4.9% |
| All | +114.0% | +46.3% | +67.7% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling