+150.5%
IONS vs WTW
+1,181.4%
-1,030.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.0% | +4.4% | +5.6% |
| 7D | -26.3% | +2.0% | -28.3% | -26.9% |
| 30D | -31.9% | +12.9% | -44.8% | -35.4% |
| 3M | -48.0% | +0.7% | -48.7% | -48.4% |
| 6M | -62.6% | +39.5% | -102.0% | -67.7% |
| YTD | -63.3% | +3.1% | -66.4% | -64.6% |
| 1Y | -58.4% | +4.8% | -63.2% | -60.2% |
| 3Y | -38.2% | +42.9% | -81.2% | -49.4% |
| 5Y | -11.1% | +55.3% | -66.4% | -30.8% |
| 10Y | -31.7% | +217.2% | -248.9% | -63.1% |
| All | +150.5% | +1,181.4% | -1,030.9% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling