+12,001.8%
WAT vs IONS
+254.3%
+11,747.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -1.1% | -9.4% | +8.3% | +0.4% |
| 30D | +5.0% | -10.7% | +15.7% | +6.7% |
| 3M | +14.5% | -27.7% | +42.1% | +19.9% |
| 6M | +30.9% | -48.7% | +79.6% | +43.2% |
| YTD | +20.5% | -50.2% | +70.6% | +32.3% |
| 1Y | +23.3% | -46.8% | +70.1% | +33.9% |
| 3Y | +81.5% | -14.8% | +96.3% | +78.8% |
| 5Y | +33.4% | +17.0% | +16.4% | +22.7% |
| 10Y | +231.5% | +45.3% | +186.2% | +178.6% |
| All | +12,001.8% | +254.3% | +11,747.5% | +5,268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling