-7.8%
GFS vs IONS
-8.4%
+0.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.2% |
| 7D | +17.2% | -29.6% | +46.8% | +24.9% |
| 30D | -8.7% | -35.6% | +26.8% | -0.7% |
| 3M | -19.7% | -51.7% | +32.0% | -7.1% |
| 6M | -40.7% | -64.0% | +23.3% | -27.9% |
| YTD | +22.5% | -65.5% | +88.0% | +50.3% |
| 1Y | +25.2% | -62.4% | +87.6% | +50.3% |
| 3Y | -17.7% | -41.1% | +23.4% | -16.7% |
| 5Y | -23.5% | -16.5% | -7.1% | -31.2% |
| All | -7.8% | -8.4% | +0.6% | -18.7% |
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