-38.8%
IONS vs NWSA
+148.1%
-187.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.7% | +3.7% | +5.6% |
| 7D | -26.3% | +2.2% | -28.5% | -26.8% |
| 30D | -31.9% | -8.8% | -23.2% | -30.3% |
| 3M | -48.0% | -6.5% | -41.5% | -47.2% |
| 6M | -62.6% | +1.5% | -64.1% | -63.2% |
| YTD | -63.3% | +4.0% | -67.3% | -64.4% |
| 1Y | -58.4% | +3.4% | -61.8% | -59.6% |
| 3Y | -38.2% | +34.8% | -73.1% | -46.0% |
| 5Y | -11.1% | +18.4% | -29.5% | -20.7% |
| All | -38.8% | +148.1% | -187.0% | -60.5% |
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