+24.1%
KWEB vs IONS
+94.7%
-70.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.3% | -2.2% |
| 7D | -1.3% | -5.3% | +4.0% | -0.4% |
| 30D | -11.5% | +0.3% | -11.8% | -11.6% |
| 3M | -2.9% | -22.9% | +20.0% | +0.4% |
| 6M | -14.6% | -23.4% | +8.8% | -11.7% |
| YTD | -25.5% | -28.3% | +2.8% | -22.1% |
| 1Y | -31.1% | -7.0% | -24.1% | -31.3% |
| 3Y | +3.0% | +37.6% | -34.6% | -7.6% |
| 5Y | -42.6% | +53.4% | -96.0% | -50.5% |
| 10Y | -21.1% | +83.9% | -105.1% | -36.8% |
| All | +24.1% | +94.7% | -70.6% | -10.7% |
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 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