+34.8%
IONS vs GWRE
+49.2%
-14.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.5% |
| 7D | -4.3% | -30.9% | +26.7% | -1.9% |
| 30D | +0.4% | -20.7% | +21.1% | +1.6% |
| 3M | -24.1% | +20.2% | -44.3% | -26.2% |
| 6M | -26.4% | -11.9% | -14.6% | -26.5% |
| YTD | -29.7% | -30.3% | +0.7% | -27.0% |
| 1Y | -13.0% | -44.6% | +31.6% | -6.4% |
| All | +34.8% | +49.2% | -14.4% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling