+72.9%
IONS vs WETO
-99.4%
+172.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -2.6% |
| 7D | -6.7% | -4.3% | -2.4% | -6.7% |
| 30D | -4.1% | -39.9% | +35.8% | -4.2% |
| 3M | -26.6% | -97.9% | +71.3% | -24.3% |
| 6M | -27.5% | -95.0% | +67.5% | -27.3% |
| YTD | -31.5% | -97.2% | +65.7% | -30.2% |
| 1Y | -15.3% | -98.9% | +83.6% | -11.3% |
| All | +72.9% | -99.4% | +172.3% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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