+380.7%
GH vs IONS
-40.9%
+421.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -8.2% | -29.4% | +21.3% | +3.6% |
| 30D | -4.9% | -35.1% | +30.2% | +11.0% |
| 3M | -6.2% | -48.9% | +42.6% | +19.5% |
| 6M | +60.0% | -62.4% | +122.5% | +125.3% |
| YTD | +51.5% | -64.2% | +115.7% | +117.2% |
| 1Y | +58.4% | -60.9% | +119.3% | +118.0% |
| 3Y | +617.2% | -38.9% | +656.1% | +633.1% |
| 5Y | +47.0% | -15.6% | +62.6% | +22.5% |
| All | +380.7% | -40.9% | +421.6% | +381.1% |
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