+19.6%
SW vs IONS
+43.7%
-24.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -5.1% | -4.8% | -0.2% | -4.5% |
| 30D | -4.6% | +7.2% | -11.8% | -5.4% |
| 3M | +9.4% | -22.7% | +32.1% | +11.7% |
| 6M | +3.5% | -26.9% | +30.4% | +6.4% |
| YTD | +22.0% | -26.6% | +48.6% | +25.1% |
| 1Y | +2.2% | -2.1% | +4.3% | +0.8% |
| All | +19.6% | +43.7% | -24.1% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling