+181.9%
IONS vs WSM
+30,225.2%
-30,043.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | 0.0% | -9.0% | -9.1% |
| 7D | -30.3% | +3.1% | -33.4% | -30.8% |
| 30D | -37.7% | +8.5% | -46.2% | -38.9% |
| 3M | -50.5% | +4.6% | -55.1% | -51.1% |
| 6M | -62.8% | +44.5% | -107.3% | -65.5% |
| YTD | -64.4% | +48.4% | -112.8% | -67.3% |
| 1Y | -59.5% | +36.2% | -95.7% | -62.2% |
| 3Y | -39.2% | +268.8% | -308.0% | -54.4% |
| 5Y | -15.3% | +185.2% | -200.6% | -35.4% |
| 10Y | -31.2% | +1,175.8% | -1,207.0% | -63.1% |
| All | +181.9% | +30,225.2% | -30,043.3% | -0.7% |
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 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