+212.7%
GDX vs IONS
-36.9%
+249.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.7% | -0.9% |
| 7D | -6.8% | -26.3% | +19.5% | -4.2% |
| 30D | -2.1% | -31.9% | +29.8% | +1.6% |
| 3M | -7.5% | -48.0% | +40.5% | -1.0% |
| 6M | -15.2% | -62.6% | +47.4% | -6.7% |
| YTD | -4.8% | -63.3% | +58.5% | +5.0% |
| 1Y | +6.7% | -58.4% | +65.1% | +16.4% |
| 3Y | +212.7% | -38.2% | +251.0% | +227.4% |
| All | +212.7% | -36.9% | +249.6% | +227.4% |
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