-13.2%
WDAY vs IONS
-36.9%
+23.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.4% | -3.4% | +2.6% |
| 7D | +1.8% | -26.3% | +28.1% | +3.8% |
| 30D | +4.1% | -31.9% | +36.0% | +6.7% |
| 3M | -4.8% | -48.0% | +43.1% | -1.0% |
| 6M | +68.6% | -62.6% | +131.2% | +79.3% |
| YTD | -8.5% | -63.3% | +54.7% | -2.8% |
| 1Y | -12.1% | -58.4% | +46.3% | -7.9% |
| 3Y | -13.2% | -38.2% | +25.0% | -19.2% |
| All | -13.2% | -36.9% | +23.7% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling