+22.1%
GFI vs IONS
-14.8%
+36.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.8% |
| 7D | -4.9% | -6.7% | +1.8% | -3.6% |
| 30D | +10.7% | -4.1% | +14.8% | +11.3% |
| 3M | +25.6% | -26.6% | +52.2% | +25.6% |
| 6M | -8.3% | -27.5% | +19.3% | -7.8% |
| YTD | +6.3% | -31.5% | +37.8% | +10.4% |
| 1Y | +22.1% | -15.3% | +37.4% | +31.8% |
| All | +22.1% | -14.8% | +36.9% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling