+126.7%
WFC vs IONS
+51.6%
+75.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -2.0% |
| 7D | +1.1% | -5.3% | +6.4% | +1.7% |
| 30D | +0.8% | +0.3% | +0.5% | +0.7% |
| 3M | +9.3% | -22.9% | +32.2% | +11.6% |
| 6M | +10.6% | -23.4% | +34.0% | +12.9% |
| YTD | -4.1% | -28.3% | +24.2% | -1.4% |
| 1Y | +13.6% | -7.0% | +20.6% | +13.0% |
| 3Y | +130.7% | +37.6% | +93.1% | +110.3% |
| 5Y | +126.7% | +53.4% | +73.3% | +101.4% |
| All | +126.7% | +51.6% | +75.1% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling