+206.1%
GLD vs IONS
-32.1%
+238.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.3% | 0.0% |
| 7D | -4.6% | -26.3% | +21.7% | -4.0% |
| 30D | -5.5% | -31.9% | +26.5% | -4.7% |
| 3M | -10.9% | -48.0% | +37.1% | -9.6% |
| 6M | -17.4% | -62.6% | +45.1% | -15.7% |
| YTD | -10.3% | -63.3% | +53.0% | -8.4% |
| 1Y | -7.2% | -58.4% | +51.2% | -5.4% |
| 3Y | +96.9% | -38.2% | +135.1% | +98.8% |
| 5Y | +103.8% | -11.1% | +114.9% | +104.9% |
| All | +206.1% | -32.1% | +238.2% | +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