+185.1%
ITW vs IONS
+92.6%
+92.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | -2.4% | -4.3% | +1.9% | -1.8% |
| 30D | -9.5% | +0.4% | -9.9% | -9.7% |
| 3M | +6.6% | -24.1% | +30.7% | +9.6% |
| 6M | -1.8% | -26.4% | +24.7% | +1.3% |
| YTD | +9.0% | -29.7% | +38.7% | +13.0% |
| 1Y | +3.6% | -13.0% | +16.6% | +4.2% |
| 3Y | +19.4% | +35.0% | -15.6% | +9.5% |
| 5Y | +36.4% | +54.2% | -17.8% | +19.3% |
| All | +185.1% | +92.6% | +92.5% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling