+190.6%
IONS vs WSM
+29,355.6%
-29,165.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.9% | +6.1% |
| 7D | -26.3% | 0.0% | -26.3% | -26.4% |
| 30D | -31.9% | +5.1% | -37.0% | -32.8% |
| 3M | -48.0% | +5.1% | -53.1% | -48.6% |
| 6M | -62.6% | +48.6% | -111.1% | -65.5% |
| YTD | -63.3% | +44.2% | -107.4% | -66.1% |
| 1Y | -58.4% | +38.1% | -96.5% | -61.3% |
| 3Y | -38.2% | +257.2% | -295.4% | -53.4% |
| 5Y | -11.1% | +165.1% | -176.2% | -31.2% |
| 10Y | -31.7% | +1,123.6% | -1,155.3% | -63.1% |
| All | +190.6% | +29,355.6% | -29,165.0% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling