-58.9%
IONS vs BWA
-16.1%
-42.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.4% | -26.7% | -21.4% |
| 7D | -24.8% | -0.6% | -24.2% | -24.2% |
| 30D | -31.5% | -16.1% | -15.5% | -29.5% |
| 3M | -45.2% | -24.6% | -20.6% | -43.4% |
| All | -58.9% | -16.1% | -42.8% | -57.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling