-31.8%
IONS vs TW
+211.2%
-243.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -8.7% | -0.5% | -8.1% | -8.6% |
| 30D | -1.6% | -0.6% | -1.0% | -1.6% |
| 3M | -24.9% | +3.4% | -28.3% | -26.1% |
| 6M | -25.7% | -18.4% | -7.2% | -21.7% |
| YTD | -29.2% | -3.9% | -25.3% | -29.5% |
| 1Y | -13.0% | -13.3% | +0.3% | -10.6% |
| 3Y | +35.9% | +20.8% | +15.1% | +22.7% |
| 5Y | +54.5% | +20.3% | +34.2% | +36.2% |
| All | -31.8% | +211.2% | -243.1% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling