-12.1%
GFS vs IONS
-5.4%
-6.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.1% | +9.3% | +2.2% |
| 7D | -5.3% | -30.3% | +25.0% | +1.3% |
| 30D | -15.8% | -37.7% | +21.9% | -7.6% |
| 3M | -18.6% | -50.5% | +31.9% | -6.4% |
| 6M | -45.0% | -62.8% | +17.8% | -33.6% |
| YTD | +16.8% | -64.4% | +81.1% | +42.3% |
| 1Y | +17.8% | -59.5% | +77.3% | +38.9% |
| 3Y | -21.5% | -39.2% | +17.7% | -21.1% |
| 5Y | -29.3% | -15.3% | -14.0% | -36.4% |
| All | -12.1% | -5.4% | -6.7% | -23.0% |
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