+539.8%
GFI vs IONS
+53.9%
+485.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -5.1% | -4.3% | -0.9% | -4.5% |
| 30D | +13.4% | +0.4% | +13.0% | +13.3% |
| 3M | +36.2% | -24.1% | +60.3% | +40.0% |
| 6M | -9.8% | -26.4% | +16.6% | -6.9% |
| YTD | +7.7% | -29.7% | +37.3% | +12.1% |
| 1Y | +27.2% | -13.0% | +40.2% | +28.5% |
| 3Y | +300.3% | +35.0% | +265.3% | +269.9% |
| 5Y | +539.8% | +54.2% | +485.6% | +514.9% |
| All | +539.8% | +53.9% | +485.8% | +514.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling