+35.0%
ITW vs IONS
+52.5%
-17.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | -1.9% | -8.7% | +6.8% | -1.2% |
| 30D | -10.4% | -1.6% | -8.8% | -10.3% |
| 3M | +3.5% | -24.9% | +28.4% | +5.3% |
| 6M | -3.4% | -25.7% | +22.3% | -1.7% |
| YTD | +8.5% | -29.2% | +37.7% | +10.8% |
| 1Y | +3.2% | -13.0% | +16.2% | +3.7% |
| 3Y | +18.9% | +35.9% | -17.0% | +12.1% |
| 5Y | +35.0% | +54.5% | -19.5% | +26.7% |
| All | +35.0% | +52.5% | -17.5% | +26.7% |
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