+463.6%
IONS vs BWA
+2,636.0%
-2,172.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.4% | -26.7% | -23.3% |
| 7D | -24.8% | -0.6% | -24.2% | -25.1% |
| 30D | -31.5% | -16.1% | -15.5% | -27.6% |
| 3M | -45.2% | -24.6% | -20.6% | -40.0% |
| 6M | -59.1% | -15.7% | -43.4% | -57.4% |
| YTD | -60.8% | +15.1% | -75.9% | -64.2% |
| 1Y | -57.9% | +15.9% | -73.7% | -61.7% |
| 3Y | -34.5% | +67.1% | -101.6% | -49.1% |
| 5Y | -8.8% | +34.7% | -43.6% | -26.0% |
| 10Y | -19.2% | +99.5% | -118.7% | -48.5% |
| All | +463.6% | +2,636.0% | -2,172.4% | +55.2% |
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