+463.3%
IONS vs WCC
+1,713.7%
-1,250.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -3.9% | -1.1% |
| 7D | -4.8% | +4.5% | -9.3% | -6.0% |
| 30D | +7.2% | -5.8% | +13.0% | +8.6% |
| 3M | -22.7% | -3.7% | -19.0% | -23.0% |
| 6M | -26.9% | +23.1% | -49.9% | -32.4% |
| YTD | -26.6% | +44.2% | -70.7% | -35.1% |
| 1Y | -2.1% | +62.1% | -64.2% | -16.8% |
| 3Y | +43.4% | +121.1% | -77.7% | +6.7% |
| 5Y | +47.0% | +214.0% | -167.0% | -5.6% |
| 10Y | +97.2% | +472.8% | -375.6% | -4.7% |
| All | +463.3% | +1,713.7% | -1,250.4% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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