-15.7%
GME vs IONS
-8.4%
-7.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +5.3% |
| 7D | +4.8% | -8.7% | +13.5% | +4.7% |
| 30D | +5.9% | -1.6% | +7.5% | +5.8% |
| 3M | -10.7% | -24.9% | +14.2% | -10.4% |
| 6M | -19.8% | -25.7% | +5.9% | -19.5% |
| YTD | -0.9% | -29.2% | +28.2% | -0.4% |
| 1Y | -15.7% | -13.0% | -2.7% | -12.5% |
| All | -15.7% | -8.4% | -7.3% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling