+1,032.6%
GME vs IONS
+212.0%
+820.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +7.2% | -4.8% | +12.1% | +8.0% |
| 30D | +0.8% | +7.2% | -6.4% | -0.4% |
| 3M | -14.0% | -22.7% | +8.7% | -11.4% |
| 6M | -19.7% | -26.9% | +7.2% | -16.7% |
| YTD | -4.6% | -26.6% | +22.0% | -1.2% |
| 1Y | -14.3% | -2.1% | -12.2% | -15.5% |
| 3Y | +4.0% | +43.4% | -39.4% | -5.6% |
| 5Y | -62.2% | +47.0% | -109.2% | -66.0% |
| 10Y | +241.4% | +97.2% | +144.2% | +176.9% |
| All | +1,032.6% | +212.0% | +820.6% | +524.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling