+382.5%
GH vs IONS
-41.2%
+423.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.1% | +6.9% | +1.4% |
| 7D | -11.2% | -30.3% | +19.0% | +0.6% |
| 30D | -7.2% | -37.7% | +30.5% | +10.1% |
| 3M | -7.1% | -50.5% | +43.4% | +20.0% |
| 6M | +62.3% | -62.8% | +125.1% | +129.4% |
| YTD | +52.1% | -64.4% | +116.5% | +118.4% |
| 1Y | +58.6% | -59.5% | +118.1% | +114.6% |
| 3Y | +619.9% | -39.2% | +659.1% | +637.2% |
| 5Y | +49.7% | -15.3% | +65.1% | +24.5% |
| All | +382.5% | -41.2% | +423.7% | +383.8% |
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