+136.2%
AWK vs IONS
+86.9%
+49.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | 0.0% |
| 7D | +2.2% | -5.3% | +7.5% | +2.6% |
| 30D | +4.4% | +0.3% | +4.2% | +4.4% |
| 3M | +15.4% | -22.9% | +38.3% | +17.4% |
| 6M | +3.5% | -23.4% | +26.9% | +5.3% |
| YTD | +9.8% | -28.3% | +38.1% | +12.2% |
| 1Y | +3.0% | -7.0% | +10.0% | +2.8% |
| 3Y | +9.7% | +37.6% | -28.0% | +3.7% |
| 5Y | -17.2% | +53.4% | -70.6% | -23.7% |
| All | +136.2% | +86.9% | +49.3% | +115.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling