+130.1%
WDAY vs IONS
-27.6%
+157.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.1% | +8.4% | +1.3% |
| 7D | -4.6% | -30.3% | +25.7% | +2.5% |
| 30D | +1.2% | -37.7% | +39.0% | +11.4% |
| 3M | +2.6% | -50.5% | +53.0% | +18.1% |
| 6M | +47.8% | -62.8% | +110.5% | +79.2% |
| YTD | -12.1% | -64.4% | +52.3% | +7.1% |
| 1Y | -17.1% | -59.5% | +42.3% | -2.4% |
| 3Y | -17.9% | -39.2% | +21.3% | -17.1% |
| 5Y | -35.1% | -15.3% | -19.7% | -42.0% |
| 10Y | +130.1% | -31.2% | +161.3% | +120.6% |
| All | +130.1% | -27.6% | +157.8% | +120.6% |
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