+337.6%
WELL vs IONS
+88.4%
+249.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +0.7% |
| 7D | -1.3% | -5.3% | +4.0% | -0.7% |
| 30D | +0.5% | +0.3% | +0.3% | +0.4% |
| 3M | +19.1% | -22.9% | +42.0% | +22.1% |
| 6M | +17.0% | -23.4% | +40.4% | +20.0% |
| YTD | +29.2% | -28.3% | +57.5% | +33.4% |
| 1Y | +42.1% | -7.0% | +49.2% | +41.9% |
| 3Y | +204.5% | +37.6% | +166.9% | +180.4% |
| 5Y | +211.0% | +53.4% | +157.6% | +174.3% |
| 10Y | +337.6% | +83.9% | +253.7% | +296.5% |
| All | +337.6% | +88.4% | +249.2% | +296.5% |
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