-2.1%
IONS vs GWRE
-25.4%
+23.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -19.9% | +19.9% | 0.0% |
| 7D | -4.8% | -21.1% | +16.2% | -4.7% |
| 30D | +7.2% | +1.3% | +5.9% | +6.8% |
| 3M | -22.7% | +7.4% | -30.1% | -23.3% |
| 6M | -26.9% | +5.6% | -32.5% | -27.1% |
| YTD | -26.6% | -19.2% | -7.4% | -23.2% |
| 1Y | -2.1% | -25.1% | +23.0% | +3.8% |
| All | -2.1% | -25.4% | +23.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling