+157.3%
IONS vs NWSA
+127.4%
+29.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | -4.8% | -1.9% | -3.0% | -4.2% |
| 30D | +7.2% | +4.6% | +2.6% | +5.3% |
| 3M | -22.7% | +13.2% | -35.9% | -26.8% |
| 6M | -26.9% | +27.0% | -53.9% | -33.9% |
| YTD | -26.6% | +16.8% | -43.4% | -31.9% |
| 1Y | -2.1% | +4.5% | -6.6% | -5.6% |
| 3Y | +43.4% | +46.2% | -2.8% | +18.9% |
| 5Y | +47.0% | +40.9% | +6.1% | +20.4% |
| 10Y | +97.2% | +145.1% | -47.9% | +13.6% |
| All | +157.3% | +127.4% | +29.8% | +55.0% |
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