+906.2%
GFI vs IONS
+427.5%
+478.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | -0.4% |
| 7D | +5.7% | -5.3% | +11.0% | +5.8% |
| 30D | +15.6% | +0.3% | +15.3% | +15.6% |
| 3M | +31.5% | -22.9% | +54.4% | +32.4% |
| 6M | -3.7% | -23.4% | +19.7% | -3.0% |
| YTD | +11.2% | -28.3% | +39.5% | +12.3% |
| 1Y | +36.4% | -7.0% | +43.4% | +36.5% |
| 3Y | +313.5% | +37.6% | +275.9% | +306.4% |
| 5Y | +528.0% | +53.4% | +474.6% | +513.5% |
| 10Y | +1,021.4% | +83.9% | +937.5% | +978.6% |
| All | +906.2% | +427.5% | +478.6% | +845.9% |
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 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