-38.2%
IONS vs WTW
+44.7%
-82.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.0% | +4.4% | +6.2% |
| 7D | -26.3% | +2.0% | -28.3% | -26.4% |
| 30D | -31.9% | +12.9% | -44.8% | -33.0% |
| 3M | -48.0% | +0.7% | -48.7% | -48.0% |
| 6M | -62.6% | +39.5% | -102.0% | -63.9% |
| YTD | -63.3% | +3.1% | -66.4% | -63.2% |
| 1Y | -58.4% | +4.8% | -63.2% | -58.5% |
| 3Y | -38.2% | +42.9% | -81.2% | -42.5% |
| All | -38.2% | +44.7% | -82.9% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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