-25.3%
SWK vs IONS
+17.1%
-42.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | +11.0% | -9.4% | +20.5% | +12.5% |
| 30D | +30.1% | -10.7% | +40.8% | +31.9% |
| 3M | +14.7% | -27.7% | +42.3% | +19.6% |
| 6M | +44.5% | -48.7% | +93.2% | +57.0% |
| YTD | +59.4% | -50.2% | +109.6% | +73.8% |
| 1Y | +77.5% | -46.8% | +124.3% | +91.5% |
| 3Y | +49.5% | -14.8% | +64.3% | +43.9% |
| All | -25.3% | +17.1% | -42.4% | -29.5% |
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