+7,581.4%
ITW vs IONS
+440.4%
+7,141.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.6% | -4.8% | +1.3% | -3.2% |
| 30D | -9.1% | +7.2% | -16.3% | -9.7% |
| 3M | +8.2% | -22.7% | +30.9% | +10.0% |
| 6M | -4.8% | -26.9% | +22.1% | -2.8% |
| YTD | +11.0% | -26.6% | +37.6% | +13.3% |
| 1Y | +4.2% | -2.1% | +6.4% | +3.7% |
| 3Y | +17.3% | +43.4% | -26.2% | +11.1% |
| 5Y | +33.0% | +47.0% | -14.0% | +24.1% |
| 10Y | +182.3% | +97.2% | +85.1% | +150.0% |
| All | +7,581.4% | +440.4% | +7,141.0% | +5,280.0% |
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