+401.3%
GH vs IONS
+21.1%
+380.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -0.1% | -4.8% | +4.8% | +2.0% |
| 30D | -1.1% | +7.2% | -8.3% | -4.2% |
| 3M | +21.3% | -22.7% | +44.0% | +30.7% |
| 6M | +73.5% | -26.9% | +100.4% | +91.8% |
| YTD | +58.0% | -26.6% | +84.6% | +73.6% |
| 1Y | +163.1% | -2.1% | +165.2% | +152.4% |
| 3Y | +361.0% | +43.4% | +317.6% | +231.7% |
| 5Y | +22.5% | +47.0% | -24.4% | -15.8% |
| All | +401.3% | +21.1% | +380.2% | +284.7% |
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