+37.3%
IONS vs NWSA
+99.5%
-62.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.7% | -22.0% | -21.6% |
| 7D | -24.8% | -10.5% | -14.3% | -22.0% |
| 30D | -31.5% | -8.8% | -22.8% | -29.6% |
| 3M | -45.2% | -6.5% | -38.7% | -44.2% |
| 6M | -59.1% | -1.3% | -57.7% | -59.5% |
| YTD | -60.8% | +2.5% | -63.3% | -62.1% |
| 1Y | -57.9% | +0.2% | -58.0% | -58.9% |
| 3Y | -34.5% | +27.6% | -62.1% | -43.2% |
| 5Y | -8.8% | +17.0% | -25.8% | -20.2% |
| 10Y | -19.2% | +148.3% | -167.6% | -55.5% |
| All | +37.3% | +99.5% | -62.2% | -13.7% |
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