+1,773.8%
HWM vs IONS
+121.3%
+1,652.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -2.1% | -4.8% | +2.7% | -1.3% |
| 30D | -11.0% | +7.2% | -18.2% | -12.3% |
| 3M | +4.0% | -22.7% | +26.7% | +7.9% |
| 6M | -0.2% | -26.9% | +26.7% | +4.5% |
| YTD | +26.7% | -26.6% | +53.2% | +32.4% |
| 1Y | +44.7% | -2.1% | +46.8% | +42.6% |
| 3Y | +426.1% | +43.4% | +382.7% | +358.7% |
| 5Y | +738.5% | +47.0% | +691.5% | +601.7% |
| All | +1,773.8% | +121.3% | +1,652.5% | +1,427.1% |
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