+205.6%
GLD vs IONS
-36.2%
+241.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.7% |
| 7D | -5.5% | -29.6% | +24.1% | -4.8% |
| 30D | -7.0% | -35.6% | +28.5% | -6.1% |
| 3M | -12.4% | -51.7% | +39.3% | -10.9% |
| 6M | -18.0% | -64.0% | +46.0% | -16.2% |
| YTD | -10.5% | -65.5% | +55.0% | -8.4% |
| 1Y | -8.1% | -62.4% | +54.4% | -6.1% |
| 3Y | +97.7% | -41.1% | +138.8% | +99.9% |
| 5Y | +103.4% | -16.5% | +119.9% | +104.9% |
| All | +205.6% | -36.2% | +241.8% | +209.0% |
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 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