-15.3%
IONS vs GWRE
-44.7%
+29.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -6.7% | -13.2% | +6.6% | -6.8% |
| 30D | -4.1% | -18.6% | +14.5% | -4.4% |
| 3M | -26.6% | +18.9% | -45.5% | -26.8% |
| 6M | -27.5% | -11.0% | -16.6% | -27.6% |
| YTD | -31.5% | -29.9% | -1.6% | -26.5% |
| 1Y | -15.3% | -44.3% | +29.0% | -4.8% |
| All | -15.3% | -44.7% | +29.3% | -4.8% |
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