-2.4%
GLD vs IONS
-59.8%
+57.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.1% | +6.4% | -2.0% |
| 7D | +2.8% | -30.3% | +33.1% | +5.2% |
| 30D | -4.0% | -37.7% | +33.8% | -0.5% |
| 3M | -8.2% | -50.5% | +42.2% | -2.6% |
| 6M | -14.8% | -62.8% | +47.9% | -8.9% |
| YTD | -6.8% | -64.4% | +57.6% | +1.6% |
| 1Y | -2.4% | -59.5% | +57.1% | +6.1% |
| All | -2.4% | -59.8% | +57.4% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling