+93.8%
GD vs IONS
+17.1%
+76.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -5.0% | -9.4% | +4.4% | -4.3% |
| 30D | +8.9% | -10.7% | +19.7% | +9.7% |
| 3M | -8.0% | -27.7% | +19.6% | -6.1% |
| 6M | +2.9% | -48.7% | +51.6% | +7.3% |
| YTD | +7.1% | -50.2% | +57.2% | +11.8% |
| 1Y | +5.9% | -46.8% | +52.7% | +10.0% |
| 3Y | +53.9% | -14.8% | +68.7% | +51.6% |
| All | +93.8% | +17.1% | +76.7% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling