-21.3%
GFS vs IONS
+30.2%
-51.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.4% | -6.5% | -9.1% |
| 7D | -20.7% | -12.6% | -8.1% | -18.2% |
| 30D | -25.2% | -11.8% | -13.4% | -23.1% |
| 3M | -26.3% | -28.4% | +2.1% | -20.8% |
| 6M | -50.7% | -48.4% | -2.3% | -43.9% |
| YTD | +4.5% | -51.0% | +55.5% | +20.3% |
| 1Y | +2.5% | -48.0% | +50.5% | +16.0% |
| 3Y | -30.9% | -17.8% | -13.2% | -34.1% |
| 5Y | -42.6% | +15.2% | -57.8% | -51.0% |
| All | -21.3% | +30.2% | -51.5% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling