+1,833.6%
GS vs IONS
+296.5%
+1,537.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.2% | +3.7% |
| 7D | +0.3% | -10.6% | +10.9% | +2.0% |
| 30D | +3.9% | -7.7% | +11.6% | +5.1% |
| 3M | -11.4% | -27.1% | +15.7% | -7.2% |
| 6M | +3.7% | -46.8% | +50.5% | +13.0% |
| YTD | +7.1% | -49.2% | +56.4% | +17.4% |
| 1Y | +19.7% | -44.9% | +64.6% | +29.3% |
| 3Y | +202.8% | -14.9% | +217.8% | +197.1% |
| 5Y | +156.7% | +15.9% | +140.8% | +134.0% |
| 10Y | +548.7% | +48.0% | +500.7% | +434.2% |
| All | +1,833.6% | +296.5% | +1,537.0% | +904.0% |
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