-19.6%
WDAY vs IONS
-7.3%
-12.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -5.0% |
| 7D | -6.1% | -5.3% | -0.8% | -6.4% |
| 30D | +3.7% | +0.3% | +3.4% | +3.7% |
| 3M | +29.6% | -22.9% | +52.5% | +30.1% |
| 6M | +23.3% | -23.4% | +46.7% | +23.4% |
| YTD | -13.3% | -28.3% | +15.0% | -13.9% |
| 1Y | -19.6% | -7.0% | -12.6% | -19.9% |
| All | -19.6% | -7.3% | -12.3% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling