-22.8%
GIS vs IONS
+51.6%
-74.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.5% |
| 7D | -8.3% | -5.3% | -3.0% | -8.2% |
| 30D | +2.2% | +0.3% | +1.9% | +2.2% |
| 3M | +15.7% | -22.9% | +38.6% | +16.3% |
| 6M | -12.0% | -23.4% | +11.4% | -11.5% |
| YTD | -15.0% | -28.3% | +13.3% | -14.5% |
| 1Y | -20.1% | -7.0% | -13.1% | -20.1% |
| 3Y | -34.6% | +37.6% | -72.2% | -35.4% |
| 5Y | -22.8% | +53.4% | -76.2% | -22.6% |
| All | -22.8% | +51.6% | -74.4% | -22.6% |
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