+185.7%
GS vs IONS
+47.7%
+138.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | -4.8% | +5.8% | +1.5% |
| 30D | -1.6% | +7.2% | -8.8% | -2.5% |
| 3M | -4.5% | -22.7% | +18.2% | -2.3% |
| 6M | +20.9% | -26.9% | +47.8% | +24.5% |
| YTD | +19.9% | -26.6% | +46.5% | +23.3% |
| 1Y | +41.4% | -2.1% | +43.5% | +39.4% |
| 3Y | +239.2% | +43.4% | +195.7% | +204.9% |
| All | +185.7% | +47.7% | +138.0% | +153.2% |
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