+54.7%
IONS vs GPC
+30.9%
+23.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -4.8% | +1.2% | -6.0% | -5.1% |
| 30D | +7.2% | +6.0% | +1.2% | +5.8% |
| 3M | -22.7% | +42.6% | -65.3% | -28.6% |
| 6M | -26.9% | +22.8% | -49.6% | -30.4% |
| YTD | -26.6% | +15.5% | -42.0% | -29.7% |
| 1Y | -2.1% | +2.0% | -4.2% | -3.5% |
| 3Y | +43.4% | -1.4% | +44.9% | +38.3% |
| All | +54.7% | +30.9% | +23.8% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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