+134.0%
WFC vs IONS
-5.7%
+139.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -21.4% | +23.2% | +4.9% |
| 7D | +0.1% | -24.8% | +25.0% | +3.8% |
| 30D | +2.9% | -31.5% | +34.5% | +8.0% |
| 3M | -1.4% | -45.2% | +43.8% | +6.7% |
| 6M | +14.3% | -59.1% | +73.4% | +28.0% |
| YTD | -6.2% | -60.8% | +54.6% | +5.5% |
| 1Y | +1.6% | -57.9% | +59.4% | +12.9% |
| 3Y | +126.9% | -34.5% | +161.4% | +127.7% |
| 5Y | +94.0% | -8.8% | +102.8% | +78.9% |
| 10Y | +134.0% | -19.2% | +153.3% | +114.9% |
| All | +134.0% | -5.7% | +139.7% | +114.9% |
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 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