+20.0%
IWM vs IONS
+17.1%
+2.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -2.0% | -9.4% | +7.4% | -0.2% |
| 30D | -1.5% | -10.7% | +9.3% | +0.6% |
| 3M | -8.0% | -27.7% | +19.7% | -2.7% |
| 6M | -4.1% | -48.7% | +44.6% | +6.9% |
| YTD | +11.9% | -50.2% | +62.1% | +25.3% |
| 1Y | +15.0% | -46.8% | +61.8% | +26.9% |
| 3Y | +64.2% | -14.8% | +79.0% | +57.3% |
| All | +20.0% | +17.1% | +2.9% | +1.7% |
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