+7.5%
HWM vs IONS
-59.1%
+66.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +5.0% | -29.4% | +34.4% | +6.2% |
| 30D | +1.5% | -35.1% | +36.6% | +3.5% |
| 3M | -20.3% | -48.9% | +28.6% | -16.5% |
| 6M | -18.0% | -62.4% | +44.4% | -13.0% |
| YTD | +9.5% | -64.2% | +73.7% | +16.6% |
| 1Y | +7.5% | -60.9% | +68.4% | +10.7% |
| All | +7.5% | -59.1% | +66.6% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling