+526.6%
GEV vs IONS
-38.7%
+565.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.5% |
| 7D | +6.2% | -29.6% | +35.8% | +8.4% |
| 30D | -18.4% | -35.6% | +17.1% | -16.1% |
| 3M | -21.2% | -51.7% | +30.4% | -16.8% |
| 6M | -23.6% | -64.0% | +40.4% | -17.4% |
| YTD | +25.5% | -65.5% | +91.0% | +36.3% |
| 1Y | +42.6% | -62.4% | +105.0% | +53.5% |
| All | +526.6% | -38.7% | +565.3% | +525.1% |
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