+16.4%
ITW vs IONS
-61.6%
+78.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | +0.4% |
| 7D | +2.3% | -26.3% | +28.6% | +1.7% |
| 30D | +6.7% | -31.9% | +38.6% | +5.9% |
| 3M | -0.5% | -48.0% | +47.4% | -1.0% |
| 6M | +16.4% | -62.6% | +79.0% | +15.6% |
| All | +16.4% | -61.6% | +78.0% | +15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling