+123.9%
WDAY vs IONS
-5.7%
+129.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -21.4% | +20.0% | +3.3% |
| 7D | -4.0% | -24.8% | +20.8% | +1.5% |
| 30D | +1.9% | -31.5% | +33.5% | +10.0% |
| 3M | +5.9% | -45.2% | +51.1% | +19.3% |
| 6M | +48.8% | -59.1% | +107.9% | +76.7% |
| YTD | -11.4% | -60.8% | +49.4% | +5.6% |
| 1Y | -15.5% | -57.9% | +42.3% | -1.3% |
| 3Y | -15.6% | -34.5% | +18.8% | -16.0% |
| 5Y | -35.2% | -8.8% | -26.4% | -42.8% |
| 10Y | +123.9% | -19.2% | +143.1% | +113.8% |
| All | +123.9% | -5.7% | +129.5% | +113.8% |
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