+265.3%
GME vs IONS
+84.6%
+180.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +5.6% |
| 7D | +4.8% | -8.7% | +13.5% | +6.8% |
| 30D | +5.9% | -1.6% | +7.5% | +6.0% |
| 3M | -10.7% | -24.9% | +14.2% | -6.6% |
| 6M | -19.8% | -25.7% | +5.9% | -16.0% |
| YTD | -0.9% | -29.2% | +28.2% | +4.7% |
| 1Y | -15.7% | -13.0% | -2.7% | -15.3% |
| 3Y | +12.3% | +35.9% | -23.6% | -1.9% |
| 5Y | -60.1% | +54.5% | -114.6% | -66.4% |
| 10Y | +265.3% | +93.1% | +172.2% | +175.0% |
| All | +265.3% | +84.6% | +180.7% | +175.0% |
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 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