+40.3%
GEHC vs IONS
-26.0%
+66.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.1% | +8.6% | +0.4% |
| 7D | +3.7% | -30.3% | +34.0% | +6.9% |
| 30D | +27.3% | -37.7% | +65.1% | +32.7% |
| 3M | +14.7% | -50.5% | +65.2% | +22.3% |
| 6M | +31.9% | -62.8% | +94.7% | +43.9% |
| YTD | +2.2% | -64.4% | +66.6% | +11.9% |
| 1Y | +14.1% | -59.5% | +73.5% | +23.1% |
| 3Y | +21.0% | -39.2% | +60.2% | +18.6% |
| All | +40.3% | -26.0% | +66.3% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling