+387.3%
IWF vs IONS
-32.1%
+419.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -2.2% |
| 7D | +2.8% | -26.3% | +29.1% | +7.3% |
| 30D | -7.5% | -31.9% | +24.4% | -2.2% |
| 3M | -8.5% | -48.0% | +39.5% | +0.9% |
| 6M | -7.4% | -62.6% | +55.1% | +6.8% |
| YTD | -2.6% | -63.3% | +60.6% | +12.4% |
| 1Y | -1.8% | -58.4% | +56.5% | +10.8% |
| 3Y | +65.5% | -38.2% | +103.7% | +67.1% |
| 5Y | +55.8% | -11.1% | +66.9% | +42.2% |
| All | +387.3% | -32.1% | +419.4% | +362.3% |
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