+15,122.0%
SHW vs IONS
+440.4%
+14,681.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -3.2% | -4.8% | +1.6% | -2.9% |
| 30D | -9.5% | +7.2% | -16.7% | -10.1% |
| 3M | +11.5% | -22.7% | +34.1% | +13.3% |
| 6M | -3.5% | -26.9% | +23.3% | -1.6% |
| YTD | +3.7% | -26.6% | +30.3% | +5.7% |
| 1Y | -7.9% | -2.1% | -5.8% | -8.3% |
| 3Y | +24.7% | +43.4% | -18.7% | +18.6% |
| 5Y | +13.6% | +47.0% | -33.4% | +6.5% |
| 10Y | +283.0% | +97.2% | +185.8% | +241.9% |
| All | +15,122.0% | +440.4% | +14,681.7% | +10,750.2% |
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