+77.5%
IONS vs WETO
-99.4%
+176.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.7% | -0.7% |
| 7D | -4.3% | -19.9% | +15.6% | -4.2% |
| 30D | +0.4% | -42.7% | +43.1% | +0.3% |
| 3M | -24.1% | -97.7% | +73.6% | -21.8% |
| 6M | -26.4% | -94.4% | +68.0% | -26.4% |
| YTD | -29.7% | -97.0% | +67.3% | -28.3% |
| 1Y | -13.0% | -98.9% | +85.8% | -8.9% |
| All | +77.5% | -99.4% | +176.9% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling