+682.7%
IWF vs IONS
+217.0%
+465.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | -1.1% | -29.4% | +28.4% | +3.3% |
| 30D | -8.3% | -35.1% | +26.9% | -3.2% |
| 3M | -5.6% | -48.9% | +43.3% | +2.8% |
| 6M | -5.4% | -62.4% | +57.0% | +6.6% |
| YTD | -1.2% | -64.2% | +63.0% | +11.9% |
| 1Y | -2.7% | -60.9% | +58.2% | +8.8% |
| 3Y | +67.8% | -38.9% | +106.7% | +71.4% |
| 5Y | +60.1% | -15.6% | +75.7% | +53.4% |
| 10Y | +392.2% | -33.5% | +425.6% | +363.4% |
| All | +682.7% | +217.0% | +465.7% | +320.1% |
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