+80.6%
IONS vs WSM
+1,071.8%
-991.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.8% |
| 7D | -6.7% | -0.5% | -6.2% | -6.6% |
| 30D | -4.1% | -7.7% | +3.6% | -2.3% |
| 3M | -26.6% | +3.8% | -30.3% | -27.4% |
| 6M | -27.5% | +22.7% | -50.2% | -31.2% |
| YTD | -31.5% | +28.0% | -59.5% | -35.8% |
| 1Y | -15.3% | +12.7% | -28.1% | -18.6% |
| 3Y | +31.3% | +231.3% | -200.0% | -5.9% |
| 5Y | +50.2% | +177.2% | -127.0% | +8.3% |
| All | +80.6% | +1,071.8% | -991.2% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling