+25.5%
IONS vs NWSA
+101.5%
-76.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -29.4% | -12.2% | -17.2% | -26.3% |
| 30D | -35.1% | -8.7% | -26.4% | -33.3% |
| 3M | -48.9% | -6.0% | -42.9% | -48.1% |
| 6M | -62.4% | -0.3% | -62.1% | -63.0% |
| YTD | -64.2% | +3.5% | -67.7% | -65.5% |
| 1Y | -60.9% | +0.8% | -61.7% | -61.9% |
| 3Y | -38.9% | +31.1% | -70.0% | -47.6% |
| 5Y | -15.6% | +18.8% | -34.4% | -26.6% |
| 10Y | -33.5% | +147.9% | -181.3% | -63.2% |
| All | +25.5% | +101.5% | -76.0% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling