+589.1%
IONS vs GWRE
+749.2%
-160.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | +0.4% |
| 7D | -8.7% | -26.2% | +17.6% | -0.4% |
| 30D | -1.6% | -17.8% | +16.1% | +3.0% |
| 3M | -24.9% | +14.2% | -39.1% | -30.7% |
| 6M | -25.7% | -12.9% | -12.8% | -26.5% |
| YTD | -29.2% | -29.2% | +0.1% | -25.4% |
| 1Y | -13.0% | -44.4% | +31.4% | +0.3% |
| 3Y | +35.9% | +51.1% | -15.1% | -2.5% |
| 5Y | +54.5% | +16.5% | +38.0% | +20.1% |
| 10Y | +93.1% | +131.6% | -38.5% | +3.9% |
| All | +589.1% | +749.2% | -160.1% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling