+109.9%
WDAY vs IONS
+88.4%
+21.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -4.3% |
| 7D | -6.1% | -5.3% | -0.8% | -5.0% |
| 30D | +3.7% | +0.3% | +3.4% | +3.4% |
| 3M | +29.6% | -22.9% | +52.5% | +35.2% |
| 6M | +23.3% | -23.4% | +46.7% | +28.4% |
| YTD | -13.3% | -28.3% | +15.0% | -8.7% |
| 1Y | -19.6% | -7.0% | -12.6% | -20.7% |
| 3Y | -25.7% | +37.6% | -63.3% | -36.9% |
| 5Y | -31.6% | +53.4% | -85.0% | -45.0% |
| 10Y | +109.9% | +83.9% | +26.0% | +69.8% |
| All | +109.9% | +88.4% | +21.5% | +69.8% |
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