+49.5%
IONS vs GWRE
+15.1%
+34.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -6.7% | -13.2% | +6.6% | -4.5% |
| 30D | -4.1% | -18.6% | +14.5% | -1.7% |
| 3M | -26.6% | +18.9% | -45.5% | -30.3% |
| 6M | -27.5% | -11.0% | -16.6% | -28.0% |
| YTD | -31.5% | -29.9% | -1.6% | -28.1% |
| 1Y | -15.3% | -44.3% | +29.0% | -5.8% |
| 3Y | +31.3% | +51.7% | -20.4% | +2.8% |
| All | +49.5% | +15.1% | +34.4% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling