+139.3%
GS vs IONS
+17.1%
+122.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -3.2% | -9.4% | +6.2% | -2.0% |
| 30D | -2.4% | -10.7% | +8.3% | -1.0% |
| 3M | -15.7% | -27.7% | +11.9% | -12.3% |
| 6M | -6.8% | -48.7% | +41.9% | +0.4% |
| YTD | -0.1% | -50.2% | +50.1% | +7.9% |
| 1Y | +12.1% | -46.8% | +58.9% | +19.8% |
| 3Y | +185.8% | -14.8% | +200.6% | +174.8% |
| All | +139.3% | +17.1% | +122.2% | +119.5% |
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 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