-24.9%
GFS vs IONS
-16.4%
-8.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.9% |
| 7D | -7.8% | -9.4% | +1.6% | -6.1% |
| 30D | -19.7% | -10.7% | -8.9% | -18.0% |
| 3M | -23.1% | -27.7% | +4.5% | -18.7% |
| 6M | -46.4% | -48.7% | +2.3% | -40.6% |
| YTD | +11.0% | -50.2% | +61.2% | +23.6% |
| 1Y | +12.6% | -46.8% | +59.4% | +23.5% |
| 3Y | -24.9% | -14.8% | -10.1% | -32.4% |
| All | -24.9% | -16.4% | -8.6% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling