+19.3%
WAT vs IONS
-61.6%
+81.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.6% |
| 7D | +2.0% | -29.6% | +31.6% | +4.2% |
| 30D | +7.7% | -35.6% | +43.3% | +11.3% |
| 3M | +11.1% | -51.7% | +62.8% | +18.3% |
| 6M | +31.2% | -64.0% | +95.2% | +39.3% |
| YTD | +21.7% | -65.5% | +87.2% | +31.9% |
| 1Y | +19.3% | -62.4% | +81.7% | +24.0% |
| All | +19.3% | -61.6% | +81.0% | +24.0% |
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 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