-50.7%
GFS vs IONS
-48.8%
-1.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.4% | -6.5% | -9.7% |
| 7D | -20.7% | -12.6% | -8.1% | -20.4% |
| 30D | -25.2% | -11.8% | -13.4% | -25.0% |
| 3M | -26.3% | -28.4% | +2.1% | -26.5% |
| 6M | -50.7% | -48.4% | -2.3% | -54.4% |
| All | -50.7% | -48.8% | -1.9% | -54.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling