+53.4%
IONS vs TW
+22.4%
+31.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.7% |
| 7D | -5.3% | -3.5% | -1.8% | -4.6% |
| 30D | +0.3% | +0.5% | -0.2% | 0.0% |
| 3M | -22.9% | +4.9% | -27.8% | -24.1% |
| 6M | -23.4% | -17.1% | -6.3% | -20.2% |
| YTD | -28.3% | -3.9% | -24.5% | -28.6% |
| 1Y | -7.0% | -13.3% | +6.2% | -4.6% |
| 3Y | +37.6% | +20.9% | +16.7% | +24.9% |
| 5Y | +53.4% | +20.5% | +32.9% | +27.2% |
| All | +53.4% | +22.4% | +31.0% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling