+32.1%
SWKS vs IONS
+17.3%
+14.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.8% |
| 7D | -6.2% | -9.4% | +3.3% | -4.0% |
| 30D | -1.5% | -10.7% | +9.2% | +0.9% |
| 3M | +23.0% | -27.7% | +50.6% | +31.6% |
| 6M | +27.6% | -48.7% | +76.3% | +45.4% |
| YTD | +32.3% | -50.2% | +82.5% | +51.3% |
| 1Y | +20.1% | -46.8% | +66.9% | +34.9% |
| 3Y | +0.6% | -14.8% | +15.5% | -4.2% |
| 5Y | -42.3% | +17.0% | -59.3% | -51.3% |
| All | +32.1% | +17.3% | +14.8% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling