+221.2%
GWW vs IONS
-16.3%
+237.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.1% | +10.8% | +2.3% |
| 7D | +5.5% | -30.3% | +35.8% | +7.6% |
| 30D | +14.4% | -37.7% | +52.1% | +17.5% |
| 3M | +13.7% | -50.5% | +64.2% | +18.5% |
| 6M | +20.1% | -62.8% | +82.8% | +27.0% |
| YTD | +47.1% | -64.4% | +111.4% | +56.1% |
| 1Y | +56.2% | -59.5% | +115.7% | +64.1% |
| 3Y | +90.5% | -39.2% | +129.7% | +89.5% |
| 5Y | +221.2% | -15.3% | +236.6% | +218.6% |
| All | +221.2% | -16.3% | +237.6% | +218.6% |
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