-11.4%
IONS vs WTW
+55.3%
-66.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.0% | +4.4% | +5.9% |
| 7D | -26.3% | +2.0% | -28.3% | -26.6% |
| 30D | -31.9% | +12.9% | -44.8% | -34.1% |
| 3M | -48.0% | +0.7% | -48.7% | -48.2% |
| 6M | -62.6% | +39.5% | -102.0% | -65.9% |
| YTD | -63.3% | +3.1% | -66.4% | -63.7% |
| 1Y | -58.4% | +4.8% | -63.2% | -59.2% |
| 3Y | -38.2% | +42.9% | -81.2% | -47.7% |
| All | -11.4% | +55.3% | -66.6% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling