+43.6%
FWONK vs IONS
+35.4%
+8.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -1.5% | -4.3% | +2.7% | -1.3% |
| 30D | -6.8% | +0.4% | -7.2% | -6.8% |
| 3M | +7.7% | -24.1% | +31.8% | +9.3% |
| 6M | +11.0% | -26.4% | +37.4% | +12.7% |
| YTD | -3.1% | -29.7% | +26.5% | -1.4% |
| 1Y | -3.5% | -13.0% | +9.6% | -3.3% |
| All | +43.6% | +35.4% | +8.2% | +42.0% |
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