+214.2%
GDX vs IONS
+721.6%
-507.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.4% | -4.8% | +4.5% | 0.0% |
| 30D | +18.6% | +7.2% | +11.4% | +17.9% |
| 3M | +14.9% | -22.7% | +37.6% | +16.9% |
| 6M | -6.3% | -26.9% | +20.6% | -4.2% |
| YTD | +15.7% | -26.6% | +42.3% | +18.3% |
| 1Y | +54.8% | -2.1% | +57.0% | +54.4% |
| 3Y | +253.4% | +43.4% | +210.0% | +236.0% |
| 5Y | +219.7% | +47.0% | +172.7% | +200.2% |
| 10Y | +300.2% | +97.2% | +203.0% | +248.7% |
| All | +214.2% | +721.6% | -507.5% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling