+577.9%
HWM vs IONS
-11.8%
+589.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -1.8% |
| 7D | +7.3% | -26.3% | +33.6% | +10.6% |
| 30D | +1.6% | -31.9% | +33.5% | +5.8% |
| 3M | -21.9% | -48.0% | +26.1% | -15.7% |
| 6M | -19.0% | -62.6% | +43.5% | -9.3% |
| YTD | +7.9% | -63.3% | +71.2% | +21.0% |
| 1Y | +9.9% | -58.4% | +68.3% | +21.1% |
| 3Y | +342.1% | -38.2% | +380.4% | +341.0% |
| All | +577.9% | -11.8% | +589.7% | +503.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling