+211.3%
GDX vs IONS
-16.4%
+227.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.0% |
| 7D | +13.6% | -9.4% | +23.1% | +15.0% |
| 30D | +2.5% | -10.7% | +13.2% | +3.9% |
| 3M | +4.4% | -27.7% | +32.0% | +8.4% |
| 6M | -5.2% | -48.7% | +43.5% | +1.2% |
| YTD | +2.1% | -50.2% | +52.3% | +9.5% |
| 1Y | +24.7% | -46.8% | +71.5% | +32.9% |
| 3Y | +211.3% | -14.8% | +226.1% | +216.0% |
| All | +211.3% | -16.4% | +227.7% | +216.0% |
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