+421.0%
WELL vs IONS
+17.3%
+403.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +4.4% | -9.4% | +13.9% | +5.6% |
| 30D | +10.8% | -10.7% | +21.5% | +12.2% |
| 3M | +4.2% | -27.7% | +31.9% | +8.0% |
| 6M | +14.0% | -48.7% | +62.7% | +22.6% |
| YTD | +33.4% | -50.2% | +83.6% | +43.7% |
| 1Y | +32.4% | -46.8% | +79.2% | +41.3% |
| 3Y | +194.7% | -14.8% | +209.6% | +188.6% |
| 5Y | +226.5% | +17.0% | +209.5% | +195.9% |
| All | +421.0% | +17.3% | +403.8% | +407.1% |
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