-29.3%
IONS vs TW
+221.1%
-250.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -4.8% | -2.3% | -2.5% | -4.3% |
| 30D | +7.2% | +3.9% | +3.3% | +5.8% |
| 3M | -22.7% | +5.7% | -28.4% | -24.4% |
| 6M | -26.9% | -14.5% | -12.4% | -24.1% |
| YTD | -26.6% | -0.9% | -25.7% | -27.5% |
| 1Y | -2.1% | -13.5% | +11.4% | +0.7% |
| 3Y | +43.4% | +25.0% | +18.5% | +28.2% |
| 5Y | +47.0% | +22.7% | +24.3% | +29.0% |
| All | -29.3% | +221.1% | -250.4% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling