+307.7%
GLW vs IONS
-16.4%
+324.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.4% |
| 7D | -13.9% | -9.4% | -4.5% | -12.6% |
| 30D | -35.0% | -10.7% | -24.3% | -33.8% |
| 3M | -32.4% | -27.7% | -4.7% | -29.3% |
| 6M | -41.3% | -48.7% | +7.4% | -36.9% |
| YTD | +21.8% | -50.2% | +72.0% | +31.6% |
| 1Y | +21.8% | -46.8% | +68.6% | +30.2% |
| 3Y | +307.7% | -14.8% | +322.5% | +286.0% |
| All | +307.7% | -16.4% | +324.1% | +286.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling