+142.5%
GLD vs IONS
+47.7%
+94.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | -4.8% | +4.3% | -0.3% |
| 30D | +4.4% | +7.2% | -2.8% | +4.1% |
| 3M | -1.1% | -22.7% | +21.6% | -0.3% |
| 6M | -13.8% | -26.9% | +13.1% | -12.9% |
| YTD | +2.6% | -26.6% | +29.2% | +3.7% |
| 1Y | +24.5% | -2.1% | +26.6% | +24.7% |
| 3Y | +125.8% | +43.4% | +82.4% | +122.5% |
| All | +142.5% | +47.7% | +94.8% | +139.1% |
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 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