+26.7%
AWK vs IONS
-16.4%
+43.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.4% |
| 7D | +4.1% | -9.4% | +13.5% | +4.1% |
| 30D | +18.0% | -10.7% | +28.7% | +18.0% |
| 3M | +12.2% | -27.7% | +39.9% | +12.3% |
| 6M | +21.2% | -48.7% | +69.9% | +21.5% |
| YTD | +17.6% | -50.2% | +67.7% | +17.8% |
| 1Y | +19.2% | -46.8% | +66.0% | +19.5% |
| 3Y | +26.7% | -14.8% | +41.6% | +26.7% |
| All | +26.7% | -16.4% | +43.1% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling