+42.5%
GM vs IONS
-11.8%
+54.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.1% |
| 7D | -0.2% | -26.3% | +26.1% | +3.1% |
| 30D | +3.6% | -31.9% | +35.5% | +8.0% |
| 3M | -0.2% | -48.0% | +47.7% | +7.8% |
| 6M | +13.9% | -62.6% | +76.5% | +28.0% |
| YTD | +6.5% | -63.3% | +69.7% | +19.8% |
| 1Y | +20.7% | -58.4% | +79.0% | +33.0% |
| 3Y | +229.5% | -38.2% | +267.7% | +228.2% |
| All | +42.5% | -11.8% | +54.3% | +31.1% |
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