+186.8%
GS vs IONS
-17.7%
+204.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -3.0% | -6.0% |
| 7D | -6.3% | -12.6% | +6.3% | -4.9% |
| 30D | -3.1% | -11.8% | +8.7% | -1.8% |
| 3M | -17.7% | -28.4% | +10.7% | -14.8% |
| 6M | -4.6% | -48.4% | +43.9% | +1.3% |
| YTD | +0.3% | -51.0% | +51.3% | +7.0% |
| 1Y | +11.7% | -48.0% | +59.8% | +18.3% |
| All | +186.8% | -17.7% | +204.5% | +166.4% |
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