-58.9%
IONS vs TW
+18.2%
-77.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.4% | -21.8% | -21.3% |
| 7D | -24.8% | +3.4% | -28.2% | -24.7% |
| 30D | -31.5% | +15.5% | -47.0% | -31.2% |
| 3M | -45.2% | +25.1% | -70.3% | -44.6% |
| All | -58.9% | +18.2% | -77.1% | -58.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling