+93.1%
IONS vs NWSA
+144.0%
-50.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -8.7% | -3.1% | -5.6% | -7.7% |
| 30D | -1.6% | +4.3% | -5.9% | -3.0% |
| 3M | -24.9% | +9.2% | -34.1% | -27.5% |
| 6M | -25.7% | +21.6% | -47.2% | -31.0% |
| YTD | -29.2% | +14.2% | -43.4% | -33.2% |
| 1Y | -13.0% | +1.8% | -14.8% | -14.8% |
| 3Y | +35.9% | +44.4% | -8.5% | +15.5% |
| 5Y | +54.5% | +41.0% | +13.5% | +29.4% |
| 10Y | +93.1% | +150.0% | -56.9% | +12.0% |
| All | +93.1% | +144.0% | -50.9% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling