+8,129.2%
ITW vs IONS
+170.3%
+7,958.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.3% |
| 7D | +2.3% | -26.3% | +28.6% | +4.6% |
| 30D | +6.7% | -31.9% | +38.6% | +9.7% |
| 3M | -0.5% | -48.0% | +47.4% | +4.4% |
| 6M | +16.4% | -62.6% | +79.0% | +25.0% |
| YTD | +19.0% | -63.3% | +82.2% | +27.8% |
| 1Y | +20.2% | -58.4% | +78.6% | +27.8% |
| 3Y | +33.1% | -38.2% | +71.3% | +34.8% |
| 5Y | +35.7% | -11.1% | +46.8% | +31.5% |
| 10Y | +194.0% | -31.7% | +225.8% | +183.1% |
| All | +8,129.2% | +170.3% | +7,958.9% | +5,972.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling