+25.9%
SWKS vs IONS
+96.6%
-70.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +12.5% | -4.8% | +17.4% | +13.8% |
| 30D | +10.5% | +7.2% | +3.3% | +8.6% |
| 3M | -7.4% | -22.7% | +15.3% | -3.4% |
| 6M | +32.7% | -26.9% | +59.5% | +39.9% |
| YTD | +19.2% | -26.6% | +45.7% | +25.2% |
| 1Y | +2.4% | -2.1% | +4.5% | +0.1% |
| 3Y | -25.6% | +43.4% | -69.1% | -37.3% |
| 5Y | -53.4% | +47.0% | -100.4% | -62.4% |
| All | +25.9% | +96.6% | -70.7% | -5.3% |
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