+228.3%
WAT vs IONS
-32.1%
+260.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.6% |
| 7D | +0.6% | -26.3% | +26.9% | +5.5% |
| 30D | +5.4% | -31.9% | +37.4% | +12.2% |
| 3M | +11.3% | -48.0% | +59.3% | +24.4% |
| 6M | +37.4% | -62.6% | +100.0% | +61.7% |
| YTD | +21.2% | -63.3% | +84.4% | +42.9% |
| 1Y | +21.3% | -58.4% | +79.7% | +39.5% |
| 3Y | +83.4% | -38.2% | +121.6% | +86.8% |
| 5Y | +29.0% | -11.1% | +40.1% | +18.1% |
| All | +228.3% | -32.1% | +260.4% | +208.0% |
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