+530.7%
IONS vs ARWR
-98.0%
+628.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.6% |
| 7D | -9.4% | -2.9% | -6.5% | -9.4% |
| 30D | -10.7% | -5.4% | -5.3% | -10.7% |
| 3M | -27.7% | -32.2% | +4.6% | -27.4% |
| 6M | -48.7% | -26.5% | -22.2% | -48.6% |
| YTD | -50.2% | -12.4% | -37.8% | -50.1% |
| 1Y | -46.8% | +46.9% | -93.7% | -47.0% |
| 3Y | -14.8% | +116.0% | -130.8% | -15.6% |
| 5Y | +17.0% | -28.0% | +45.0% | +16.6% |
| 10Y | +45.3% | +923.9% | -878.6% | +42.3% |
| All | +530.7% | -98.0% | +628.7% | +608.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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