-34.5%
IONS vs TW
+40.3%
-74.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.4% | -21.8% | -21.4% |
| 7D | -24.8% | +3.4% | -28.2% | -25.1% |
| 30D | -31.5% | +15.5% | -47.0% | -32.8% |
| 3M | -45.2% | +25.1% | -70.3% | -46.7% |
| 6M | -59.1% | +18.2% | -77.2% | -59.9% |
| YTD | -60.8% | +19.7% | -80.5% | -62.0% |
| 1Y | -57.9% | +18.1% | -76.0% | -59.0% |
| 3Y | -34.5% | +40.5% | -75.0% | -34.8% |
| All | -34.5% | +40.3% | -74.8% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling