+27.3%
WAT vs IONS
-44.5%
+71.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.8% |
| 7D | -1.9% | -10.6% | +8.6% | -0.5% |
| 30D | +6.2% | -7.7% | +13.9% | +7.3% |
| 3M | +18.1% | -27.1% | +45.1% | +22.2% |
| 6M | +54.9% | -46.8% | +101.7% | +60.4% |
| YTD | +23.1% | -49.2% | +72.4% | +30.3% |
| 1Y | +27.3% | -44.9% | +72.2% | +31.4% |
| All | +27.3% | -44.5% | +71.8% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling