+616.7%
IONS vs BWA
+2,496.1%
-1,879.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.6% |
| 7D | -9.4% | -5.5% | -4.0% | -7.6% |
| 30D | -10.7% | -21.7% | +11.0% | -2.7% |
| 3M | -27.7% | -25.6% | -2.0% | -19.9% |
| 6M | -48.7% | -17.4% | -31.3% | -45.9% |
| 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% | -31.6% |
| 5Y | +17.0% | +26.8% | -9.8% | -2.4% |
| 10Y | +45.3% | +89.0% | -43.7% | -5.1% |
| All | +616.7% | +2,496.1% | -1,879.4% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling