+554.2%
GLW vs IONS
-36.2%
+590.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.2% |
| 7D | +15.5% | -29.6% | +45.2% | +21.6% |
| 30D | -19.6% | -35.6% | +16.0% | -13.9% |
| 3M | -28.5% | -51.7% | +23.2% | -19.5% |
| 6M | -39.5% | -64.0% | +24.5% | -29.2% |
| YTD | +37.2% | -65.5% | +102.7% | +61.8% |
| 1Y | +35.4% | -62.4% | +97.8% | +57.1% |
| 3Y | +359.7% | -41.1% | +400.8% | +373.1% |
| 5Y | +244.0% | -16.5% | +260.5% | +218.1% |
| All | +554.2% | -36.2% | +590.4% | +528.3% |
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