+30.8%
WAT vs IONS
+17.1%
+13.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -1.1% | -9.4% | +8.3% | +0.6% |
| 30D | +5.0% | -10.7% | +15.7% | +7.0% |
| 3M | +14.5% | -27.7% | +42.1% | +20.6% |
| 6M | +30.9% | -48.7% | +79.6% | +44.5% |
| YTD | +20.5% | -50.2% | +70.6% | +33.5% |
| 1Y | +23.3% | -46.8% | +70.1% | +34.9% |
| 3Y | +81.5% | -14.8% | +96.3% | +73.3% |
| All | +30.8% | +17.1% | +13.7% | +16.2% |
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