-38.2%
IONS vs BWA
+64.0%
-102.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.4% |
| 7D | -26.3% | +4.3% | -30.5% | -27.1% |
| 30D | -31.9% | -13.0% | -18.9% | -29.8% |
| 3M | -48.0% | -24.8% | -23.2% | -44.6% |
| 6M | -62.6% | -23.5% | -39.0% | -60.6% |
| YTD | -63.3% | +13.8% | -77.1% | -66.1% |
| 1Y | -58.4% | +13.4% | -71.8% | -61.6% |
| 3Y | -38.2% | +62.8% | -101.0% | -52.9% |
| All | -38.2% | +64.0% | -102.2% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling