+205.0%
IWD vs IONS
-5.7%
+210.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -21.4% | +23.4% | +4.7% |
| 7D | +1.3% | -24.8% | +26.1% | +4.6% |
| 30D | +3.6% | -31.5% | +35.1% | +8.2% |
| 3M | +2.3% | -45.2% | +47.5% | +9.8% |
| 6M | +13.0% | -59.1% | +72.1% | +25.2% |
| YTD | +26.2% | -60.8% | +87.0% | +40.3% |
| 1Y | +30.5% | -57.9% | +88.3% | +43.5% |
| 3Y | +86.2% | -34.5% | +120.7% | +87.2% |
| 5Y | +72.9% | -8.8% | +81.7% | +61.1% |
| 10Y | +205.0% | -19.2% | +224.3% | +190.0% |
| All | +205.0% | -5.7% | +210.7% | +190.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling