-36.7%
SWK vs IONS
+47.7%
-84.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.4% | -4.8% | +4.4% | +0.2% |
| 30D | -5.7% | +7.2% | -12.9% | -6.7% |
| 3M | +24.1% | -22.7% | +46.8% | +27.4% |
| 6M | +24.7% | -26.9% | +51.6% | +29.0% |
| YTD | +33.9% | -26.6% | +60.5% | +38.4% |
| 1Y | +34.7% | -2.1% | +36.8% | +33.4% |
| 3Y | +15.3% | +43.4% | -28.2% | +3.8% |
| All | -36.7% | +47.7% | -84.4% | -43.9% |
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 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