+41.0%
GEHC vs IONS
-18.6%
+59.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -21.4% | +23.4% | +4.0% |
| 7D | +5.6% | -24.8% | +30.5% | +8.2% |
| 30D | +27.9% | -31.5% | +59.4% | +32.2% |
| 3M | +17.1% | -45.2% | +62.3% | +23.7% |
| 6M | +32.5% | -59.1% | +91.6% | +43.4% |
| YTD | +2.7% | -60.8% | +63.5% | +11.4% |
| 1Y | +15.3% | -57.9% | +73.1% | +24.1% |
| 3Y | +23.7% | -34.5% | +58.1% | +20.4% |
| All | +41.0% | -18.6% | +59.6% | +35.5% |
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