+669.9%
GWW vs IONS
-32.1%
+702.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.6% |
| 7D | +3.6% | -26.3% | +29.8% | +6.6% |
| 30D | +12.1% | -31.9% | +44.1% | +16.4% |
| 3M | +12.9% | -48.0% | +60.9% | +20.6% |
| 6M | +19.3% | -62.6% | +81.9% | +31.6% |
| YTD | +48.7% | -63.3% | +112.0% | +64.2% |
| 1Y | +60.5% | -58.4% | +118.9% | +74.4% |
| 3Y | +93.3% | -38.2% | +131.5% | +94.7% |
| 5Y | +219.0% | -11.1% | +230.1% | +197.7% |
| All | +669.9% | -32.1% | +702.0% | +661.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling