+5.9%
GD vs IONS
-47.1%
+53.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -5.0% | -9.4% | +4.4% | -4.4% |
| 30D | +8.9% | -10.7% | +19.7% | +9.6% |
| 3M | -8.0% | -27.7% | +19.6% | -6.0% |
| 6M | +2.9% | -48.7% | +51.6% | +7.1% |
| YTD | +7.1% | -50.2% | +57.2% | +11.4% |
| 1Y | +5.9% | -46.8% | +52.7% | +9.8% |
| All | +5.9% | -47.1% | +53.1% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling