+231.8%
WAT vs IONS
-27.6%
+259.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.1% | +8.8% | +1.4% |
| 7D | +3.4% | -30.3% | +33.7% | +9.6% |
| 30D | +9.6% | -37.7% | +47.4% | +18.6% |
| 3M | +15.5% | -50.5% | +66.0% | +30.1% |
| 6M | +33.9% | -62.8% | +96.7% | +57.4% |
| YTD | +25.2% | -64.4% | +89.6% | +48.2% |
| 1Y | +26.3% | -59.5% | +85.7% | +45.7% |
| 3Y | +85.8% | -39.2% | +125.0% | +89.8% |
| 5Y | +35.3% | -15.3% | +50.6% | +25.4% |
| 10Y | +231.8% | -31.2% | +262.9% | +210.7% |
| All | +231.8% | -27.6% | +259.4% | +210.7% |
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