+969.7%
AWK vs IONS
+253.3%
+716.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +1.7% | -4.8% | +6.6% | +2.1% |
| 30D | +5.6% | +7.2% | -1.6% | +5.0% |
| 3M | +15.9% | -22.7% | +38.5% | +17.7% |
| 6M | +4.6% | -26.9% | +31.5% | +6.6% |
| YTD | +10.1% | -26.6% | +36.6% | +12.0% |
| 1Y | +2.1% | -2.1% | +4.2% | +1.6% |
| 3Y | +9.8% | +43.4% | -33.6% | +4.3% |
| 5Y | -15.4% | +47.0% | -62.3% | -20.7% |
| 10Y | +129.4% | +97.2% | +32.2% | +104.2% |
| All | +969.7% | +253.3% | +716.3% | +630.8% |
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