+39.1%
IWM vs IONS
+47.7%
-8.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -4.8% | +4.9% | +1.0% |
| 30D | -1.3% | +7.2% | -8.5% | -2.6% |
| 3M | +1.6% | -22.7% | +24.3% | +5.2% |
| 6M | +13.6% | -26.9% | +40.4% | +18.8% |
| YTD | +20.8% | -26.6% | +47.3% | +26.0% |
| 1Y | +26.4% | -2.1% | +28.5% | +24.2% |
| 3Y | +60.7% | +43.4% | +17.3% | +38.4% |
| All | +39.1% | +47.7% | -8.6% | +13.0% |
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 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