+1,010.9%
GFI vs IONS
+87.6%
+923.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.0% |
| 7D | -4.9% | -6.7% | +1.8% | -4.2% |
| 30D | +10.7% | -4.1% | +14.8% | +11.1% |
| 3M | +25.6% | -26.6% | +52.2% | +28.5% |
| 6M | -8.3% | -27.5% | +19.3% | -6.0% |
| YTD | +6.3% | -31.5% | +37.8% | +9.5% |
| 1Y | +22.1% | -15.3% | +37.4% | +23.4% |
| 3Y | +289.2% | +31.3% | +257.9% | +272.4% |
| 5Y | +531.7% | +50.2% | +481.5% | +497.1% |
| All | +1,010.9% | +87.6% | +923.2% | +891.9% |
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