+33.2%
WAT vs IONS
-11.8%
+45.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.4% |
| 7D | +0.6% | -26.3% | +26.9% | +4.7% |
| 30D | +5.4% | -31.9% | +37.4% | +11.3% |
| 3M | +11.3% | -48.0% | +59.3% | +22.6% |
| 6M | +37.4% | -62.6% | +100.0% | +58.3% |
| YTD | +21.2% | -63.3% | +84.4% | +40.0% |
| 1Y | +21.3% | -58.4% | +79.7% | +36.9% |
| 3Y | +83.4% | -38.2% | +121.6% | +82.9% |
| All | +33.2% | -11.8% | +45.0% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling