+34.8%
IONS vs WTW
+61.8%
-27.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -4.3% | -7.8% | +3.5% | -3.1% |
| 30D | +0.4% | -7.9% | +8.3% | +1.6% |
| 3M | -24.1% | +19.9% | -44.0% | -25.9% |
| 6M | -26.4% | +9.8% | -36.2% | -27.4% |
| YTD | -29.7% | -3.3% | -26.3% | -29.0% |
| 1Y | -13.0% | -3.3% | -9.8% | -12.3% |
| All | +34.8% | +61.8% | -27.0% | +17.9% |
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