-34.5%
IONS vs NWSA
+26.5%
-61.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.7% | -22.0% | -21.5% |
| 7D | -24.8% | -10.5% | -14.3% | -23.6% |
| 30D | -31.5% | -8.8% | -22.8% | -30.7% |
| 3M | -45.2% | -6.5% | -38.7% | -44.7% |
| 6M | -59.1% | -1.3% | -57.7% | -59.2% |
| YTD | -60.8% | +2.5% | -63.3% | -61.2% |
| 1Y | -57.9% | +0.2% | -58.0% | -58.1% |
| 3Y | -34.5% | +27.6% | -62.1% | -42.5% |
| All | -34.5% | +26.5% | -61.0% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling