-0.1%
SW vs IONS
+19.2%
-19.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.7% | +4.1% |
| 7D | +12.1% | -10.6% | +22.6% | +13.1% |
| 30D | +6.6% | -7.7% | +14.3% | +7.2% |
| 3M | -6.0% | -27.1% | +21.1% | -3.5% |
| 6M | +21.5% | -46.8% | +68.3% | +27.6% |
| YTD | +20.3% | -49.2% | +69.6% | +26.7% |
| 1Y | +28.1% | -44.9% | +73.1% | +33.8% |
| 3Y | +51.6% | -14.9% | +66.5% | +47.7% |
| 5Y | -0.1% | +15.9% | -16.1% | -5.2% |
| All | -0.1% | +19.2% | -19.4% | -5.2% |
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 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