+68.6%
IWF vs IONS
-34.1%
+102.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -21.4% | +24.3% | +4.5% |
| 7D | -1.0% | -24.8% | +23.8% | +0.9% |
| 30D | -10.1% | -31.5% | +21.5% | -7.6% |
| 3M | -7.6% | -45.2% | +37.6% | -3.4% |
| 6M | -6.7% | -59.1% | +52.3% | -0.7% |
| YTD | -2.5% | -60.8% | +58.3% | +4.1% |
| 1Y | -2.1% | -57.9% | +55.8% | +3.8% |
| 3Y | +68.6% | -34.5% | +103.1% | +61.2% |
| All | +68.6% | -34.1% | +102.8% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling