-14.8%
IONS vs BWA
+51.7%
-66.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.0% |
| 7D | -9.4% | -5.5% | -4.0% | -8.2% |
| 30D | -10.7% | -21.7% | +11.0% | -5.5% |
| 3M | -27.7% | -25.6% | -2.0% | -22.6% |
| 6M | -48.7% | -17.4% | -31.3% | -47.0% |
| YTD | -50.2% | +9.2% | -59.4% | -53.4% |
| 1Y | -46.8% | +9.7% | -56.5% | -50.4% |
| 3Y | -14.8% | +54.6% | -69.5% | -33.3% |
| All | -14.8% | +51.7% | -66.6% | -33.3% |
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