+83.9%
IONS vs BWA
+142.9%
-59.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.9% |
| 7D | -5.3% | +4.3% | -9.6% | -6.4% |
| 30D | +0.3% | -2.9% | +3.2% | +0.9% |
| 3M | -22.9% | -12.4% | -10.5% | -20.4% |
| 6M | -23.4% | +28.6% | -52.0% | -29.7% |
| YTD | -28.3% | +48.2% | -76.5% | -37.7% |
| 1Y | -7.0% | +50.9% | -58.0% | -20.0% |
| 3Y | +37.6% | +72.2% | -34.5% | +11.1% |
| 5Y | +53.4% | +91.1% | -37.7% | +16.8% |
| 10Y | +83.9% | +144.0% | -60.1% | +23.8% |
| All | +83.9% | +142.9% | -59.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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