+10,726.6%
WAT vs IONS
+422.2%
+10,304.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.3% | -4.8% | +3.6% | -0.6% |
| 30D | +2.3% | +7.2% | -4.9% | +1.2% |
| 3M | +8.7% | -22.7% | +31.4% | +12.0% |
| 6M | +28.3% | -26.9% | +55.2% | +33.2% |
| YTD | +7.8% | -26.6% | +34.4% | +11.8% |
| 1Y | +36.6% | -2.1% | +38.7% | +35.3% |
| 3Y | +45.7% | +43.4% | +2.2% | +32.6% |
| 5Y | -3.3% | +47.0% | -50.3% | -14.2% |
| 10Y | +162.1% | +97.2% | +64.9% | +110.2% |
| All | +10,726.6% | +422.2% | +10,304.4% | +4,437.8% |
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