+23.8%
GH vs IONS
+51.6%
-27.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.6% |
| 7D | -2.1% | -5.3% | +3.2% | -0.1% |
| 30D | -4.5% | +0.3% | -4.7% | -4.8% |
| 3M | +28.9% | -22.9% | +51.8% | +37.6% |
| 6M | +76.5% | -23.4% | +99.9% | +89.3% |
| YTD | +57.6% | -28.3% | +85.9% | +73.0% |
| 1Y | +167.5% | -7.0% | +174.6% | +162.3% |
| 3Y | +377.4% | +37.6% | +339.8% | +250.7% |
| 5Y | +23.8% | +53.4% | -29.6% | -23.0% |
| All | +23.8% | +51.6% | -27.8% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling