+185.4%
SW vs IONS
+15.4%
+169.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.3% |
| 7D | +4.7% | -12.6% | +17.2% | +5.5% |
| 30D | +5.0% | -11.8% | +16.8% | +5.7% |
| 3M | -7.3% | -28.4% | +21.1% | -5.6% |
| 6M | +15.0% | -48.4% | +63.4% | +18.9% |
| YTD | +18.5% | -51.0% | +69.5% | +22.8% |
| 1Y | +27.1% | -48.0% | +75.2% | +31.3% |
| 3Y | +49.3% | -17.8% | +67.1% | +48.1% |
| 5Y | -1.6% | +15.2% | -16.8% | -4.1% |
| All | +185.4% | +15.4% | +169.9% | +182.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling