+1,043.1%
AWK vs IONS
+71.5%
+971.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.1% | +9.8% | +1.4% |
| 7D | +2.7% | -30.3% | +32.9% | +5.2% |
| 30D | +16.7% | -37.7% | +54.4% | +20.4% |
| 3M | +11.7% | -50.5% | +62.2% | +17.2% |
| 6M | +21.9% | -62.8% | +84.7% | +30.1% |
| YTD | +17.6% | -64.4% | +82.0% | +25.8% |
| 1Y | +19.8% | -59.5% | +79.3% | +26.8% |
| 3Y | +31.0% | -39.2% | +70.2% | +32.4% |
| 5Y | -3.0% | -15.3% | +12.4% | -5.7% |
| 10Y | +156.8% | -31.2% | +188.0% | +146.7% |
| All | +1,043.1% | +71.5% | +971.6% | +720.6% |
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