+37.8%
SWKS vs IONS
-30.0%
+67.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.1% | +8.9% | +1.9% |
| 7D | -3.1% | -30.3% | +27.1% | +4.2% |
| 30D | +8.3% | -37.7% | +46.1% | +19.6% |
| 3M | +20.2% | -50.5% | +70.7% | +39.4% |
| 6M | +24.9% | -62.8% | +87.7% | +52.4% |
| YTD | +33.2% | -64.4% | +97.5% | +63.5% |
| 1Y | +23.6% | -59.5% | +83.0% | +46.6% |
| 3Y | +1.3% | -39.2% | +40.4% | +3.0% |
| 5Y | -40.6% | -15.3% | -25.2% | -47.0% |
| All | +37.8% | -30.0% | +67.8% | +27.7% |
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