+73.8%
IWF vs IONS
+51.6%
+22.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | +1.5% | -5.3% | +6.8% | +2.2% |
| 30D | -1.3% | +0.3% | -1.5% | -1.4% |
| 3M | +0.1% | -22.9% | +23.0% | +2.8% |
| 6M | +10.3% | -23.4% | +33.7% | +13.2% |
| YTD | +4.2% | -28.3% | +32.5% | +7.9% |
| 1Y | +9.3% | -7.0% | +16.3% | +8.3% |
| 3Y | +79.3% | +37.6% | +41.7% | +58.0% |
| 5Y | +73.8% | +53.4% | +20.4% | +44.2% |
| All | +73.8% | +51.6% | +22.2% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling