+15.6%
SHW vs IONS
-11.1%
+26.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -21.4% | +25.4% | +5.5% |
| 7D | +1.6% | -24.8% | +26.4% | +3.4% |
| 30D | +12.1% | -31.5% | +43.6% | +14.9% |
| 3M | -3.0% | -45.2% | +42.2% | +1.3% |
| 6M | +13.5% | -59.1% | +72.6% | +20.9% |
| YTD | +11.2% | -60.8% | +72.1% | +18.8% |
| 1Y | +6.2% | -57.9% | +64.1% | +12.7% |
| 3Y | +45.6% | -34.5% | +80.1% | +44.8% |
| 5Y | +15.6% | -8.8% | +24.4% | +13.3% |
| All | +15.6% | -11.1% | +26.7% | +13.3% |
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