+20.2%
ITW vs IONS
-60.0%
+80.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | +0.2% |
| 7D | +2.3% | -26.3% | +28.6% | +2.7% |
| 30D | +6.7% | -31.9% | +38.6% | +7.4% |
| 3M | -0.5% | -48.0% | +47.4% | +1.6% |
| 6M | +16.4% | -62.6% | +79.0% | +20.3% |
| YTD | +19.0% | -63.3% | +82.2% | +23.6% |
| 1Y | +20.2% | -58.4% | +78.6% | +22.8% |
| All | +20.2% | -60.0% | +80.2% | +22.8% |
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