+1,330.7%
SWK vs IONS
+440.4%
+890.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.4% | -4.8% | +4.4% | 0.0% |
| 30D | -5.7% | +7.2% | -12.9% | -6.4% |
| 3M | +24.1% | -22.7% | +46.8% | +26.6% |
| 6M | +24.7% | -26.9% | +51.6% | +28.0% |
| YTD | +33.9% | -26.6% | +60.5% | +37.3% |
| 1Y | +34.7% | -2.1% | +36.8% | +34.0% |
| 3Y | +15.3% | +43.4% | -28.2% | +8.4% |
| 5Y | -39.3% | +47.0% | -86.3% | -43.9% |
| 10Y | +2.5% | +97.2% | -94.7% | -10.7% |
| All | +1,330.7% | +440.4% | +890.4% | +825.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling