+259.7%
GDX vs IONS
+39.5%
+220.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | +4.0% | -5.3% | +9.2% | +4.6% |
| 30D | +9.5% | +0.3% | +9.2% | +9.4% |
| 3M | +25.1% | -22.9% | +48.0% | +27.4% |
| 6M | -2.9% | -23.4% | +20.5% | -1.1% |
| YTD | +14.7% | -28.3% | +43.1% | +18.0% |
| 1Y | +47.4% | -7.0% | +54.5% | +48.2% |
| 3Y | +259.7% | +37.6% | +222.1% | +246.3% |
| All | +259.7% | +39.5% | +220.1% | +246.3% |
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