+261.5%
WAB vs IONS
-32.1%
+293.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.3% | -1.8% |
| 7D | +5.1% | -26.3% | +31.3% | +9.4% |
| 30D | +4.0% | -31.9% | +35.9% | +9.6% |
| 3M | +0.1% | -48.0% | +48.1% | +10.0% |
| 6M | +12.8% | -62.6% | +75.3% | +29.6% |
| YTD | +40.1% | -63.3% | +103.3% | +61.3% |
| 1Y | +46.4% | -58.4% | +104.8% | +64.9% |
| 3Y | +167.4% | -38.2% | +205.6% | +171.3% |
| 5Y | +215.0% | -11.1% | +226.1% | +188.6% |
| All | +261.5% | -32.1% | +293.6% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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