-20.8%
GIS vs IONS
+92.6%
-113.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -3.0% |
| 7D | -8.4% | -4.3% | -4.1% | -8.2% |
| 30D | -5.2% | +0.4% | -5.6% | -5.2% |
| 3M | +8.2% | -24.1% | +32.3% | +9.2% |
| 6M | -12.0% | -26.4% | +14.4% | -11.1% |
| YTD | -18.9% | -29.7% | +10.8% | -17.9% |
| 1Y | -23.6% | -13.0% | -10.6% | -23.4% |
| 3Y | -37.6% | +35.0% | -72.7% | -39.2% |
| 5Y | -25.2% | +54.2% | -79.4% | -28.2% |
| All | -20.8% | +92.6% | -113.5% | -24.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling