+557.4%
GWW vs IONS
+92.6%
+464.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -3.1% | -4.3% | +1.1% | -2.7% |
| 30D | -2.3% | +0.4% | -2.8% | -2.5% |
| 3M | -3.3% | -24.1% | +20.8% | -0.9% |
| 6M | +15.4% | -26.4% | +41.8% | +18.6% |
| YTD | +26.7% | -29.7% | +56.4% | +30.9% |
| 1Y | +29.0% | -13.0% | +42.0% | +29.6% |
| 3Y | +89.0% | +35.0% | +53.9% | +74.6% |
| 5Y | +221.8% | +54.2% | +167.6% | +185.0% |
| All | +557.4% | +92.6% | +464.7% | +460.8% |
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 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