+405.5%
GH vs IONS
+16.8%
+388.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | -0.2% | -8.7% | +8.5% | +3.7% |
| 30D | -2.6% | -1.6% | -1.0% | -2.3% |
| 3M | +25.1% | -24.9% | +50.0% | +36.3% |
| 6M | +78.5% | -25.7% | +104.2% | +95.8% |
| YTD | +59.4% | -29.2% | +88.6% | +77.8% |
| 1Y | +173.9% | -13.0% | +186.9% | +177.4% |
| 3Y | +382.7% | +35.9% | +346.8% | +256.5% |
| 5Y | +24.4% | +54.5% | -30.1% | -16.9% |
| All | +405.5% | +16.8% | +388.7% | +293.9% |
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 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