+25.2%
GFS vs IONS
-61.6%
+86.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.2% |
| 7D | +17.2% | -29.6% | +46.8% | +20.6% |
| 30D | -8.7% | -35.6% | +26.8% | -4.7% |
| 3M | -19.7% | -51.7% | +32.0% | -12.8% |
| 6M | -40.7% | -64.0% | +23.3% | -36.3% |
| YTD | +22.5% | -65.5% | +88.0% | +31.8% |
| 1Y | +25.2% | -62.4% | +87.6% | +29.0% |
| All | +25.2% | -61.6% | +86.9% | +29.0% |
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 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