+53.4%
IONS vs NWSA
+40.6%
+12.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.8% |
| 7D | -5.3% | -2.6% | -2.6% | -4.6% |
| 30D | +0.3% | +4.6% | -4.3% | -1.0% |
| 3M | -22.9% | +10.2% | -33.1% | -25.5% |
| 6M | -23.4% | +21.6% | -45.0% | -28.4% |
| YTD | -28.3% | +14.6% | -43.0% | -32.0% |
| 1Y | -7.0% | +0.4% | -7.4% | -7.9% |
| 3Y | +37.6% | +45.0% | -7.4% | +16.7% |
| 5Y | +53.4% | +41.3% | +12.1% | +28.9% |
| All | +53.4% | +40.6% | +12.7% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling