+35.8%
GFS vs IONS
-2.1%
+37.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.0% | -4.8% | +5.9% | +1.7% |
| 30D | -8.6% | +7.2% | -15.8% | -9.8% |
| 3M | -46.5% | -22.7% | -23.9% | -47.0% |
| 6M | -4.8% | -26.9% | +22.1% | -4.1% |
| YTD | +29.7% | -26.6% | +56.2% | +29.8% |
| 1Y | +35.8% | -2.1% | +38.0% | +28.5% |
| All | +35.8% | -2.1% | +37.9% | +28.5% |
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