+208.4%
GLD vs IONS
-27.6%
+236.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.1% | +6.4% | -2.5% |
| 7D | +2.8% | -30.3% | +33.1% | +3.6% |
| 30D | -4.0% | -37.7% | +33.8% | -3.0% |
| 3M | -8.2% | -50.5% | +42.2% | -6.8% |
| 6M | -14.8% | -62.8% | +47.9% | -13.1% |
| YTD | -6.8% | -64.4% | +57.6% | -4.8% |
| 1Y | -2.4% | -59.5% | +57.1% | -0.5% |
| 3Y | +105.8% | -39.2% | +145.0% | +107.8% |
| 5Y | +113.3% | -15.3% | +128.7% | +114.8% |
| 10Y | +208.4% | -31.2% | +239.6% | +214.2% |
| All | +208.4% | -27.6% | +236.1% | +214.2% |
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