+808.3%
IWM vs IONS
+550.0%
+258.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -4.8% | +4.9% | +0.9% |
| 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% | +18.6% |
| YTD | +20.8% | -26.6% | +47.3% | +25.9% |
| 1Y | +26.4% | -2.1% | +28.5% | +24.9% |
| 3Y | +60.7% | +43.4% | +17.3% | +43.5% |
| 5Y | +38.2% | +47.0% | -8.8% | +20.2% |
| 10Y | +169.5% | +97.2% | +72.3% | +107.8% |
| All | +808.3% | +550.0% | +258.3% | +282.6% |
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