+816.6%
GLD vs IONS
+1,220.2%
-403.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | -4.8% | +4.3% | -0.5% |
| 30D | +4.4% | +7.2% | -2.8% | +4.3% |
| 3M | -1.1% | -22.7% | +21.6% | -0.9% |
| 6M | -13.8% | -26.9% | +13.1% | -13.6% |
| YTD | +2.6% | -26.6% | +29.2% | +2.8% |
| 1Y | +24.5% | -2.1% | +26.6% | +24.5% |
| 3Y | +125.8% | +43.4% | +82.4% | +125.2% |
| 5Y | +137.8% | +47.0% | +90.8% | +137.1% |
| 10Y | +221.4% | +97.2% | +124.2% | +220.4% |
| All | +816.6% | +1,220.2% | -403.7% | +779.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling