+27.1%
SW vs IONS
-46.2%
+73.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.3% |
| 7D | +4.7% | -12.6% | +17.2% | +5.6% |
| 30D | +5.0% | -11.8% | +16.8% | +5.9% |
| 3M | -7.3% | -28.4% | +21.1% | -5.0% |
| 6M | +15.0% | -48.4% | +63.4% | +18.1% |
| YTD | +18.5% | -51.0% | +69.5% | +21.1% |
| 1Y | +27.1% | -48.0% | +75.2% | +27.2% |
| All | +27.1% | -46.2% | +73.3% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling