+37.6%
IONS vs WSM
+239.4%
-201.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -5.3% | +2.6% | -7.9% | -5.8% |
| 30D | +0.3% | -9.5% | +9.8% | +2.3% |
| 3M | -22.9% | +12.9% | -35.8% | -24.9% |
| 6M | -23.4% | +23.0% | -46.5% | -26.8% |
| YTD | -28.3% | +28.9% | -57.2% | -32.4% |
| 1Y | -7.0% | +13.7% | -20.7% | -10.2% |
| 3Y | +37.6% | +232.6% | -195.0% | +23.1% |
| All | +37.6% | +239.4% | -201.8% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling