-65.5%
IONS vs TW
+294.9%
-360.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | -29.4% | +2.8% | -32.3% | -30.0% |
| 30D | -35.1% | +18.1% | -53.2% | -38.2% |
| 3M | -48.9% | +25.2% | -74.1% | -52.2% |
| 6M | -62.4% | +19.1% | -81.5% | -64.5% |
| YTD | -64.2% | +21.9% | -86.1% | -66.7% |
| 1Y | -60.9% | +18.9% | -79.8% | -63.4% |
| 3Y | -38.9% | +41.7% | -80.6% | -47.1% |
| 5Y | -15.6% | +40.4% | -56.0% | -28.5% |
| All | -65.5% | +294.9% | -360.4% | -81.2% |
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