+6,566.9%
WFC vs IONS
+440.4%
+6,126.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +3.8% | -4.8% | +8.6% | +4.3% |
| 30D | +1.5% | +7.2% | -5.7% | +0.7% |
| 3M | +10.9% | -22.7% | +33.5% | +13.1% |
| 6M | +8.4% | -26.9% | +35.3% | +11.2% |
| YTD | -1.9% | -26.6% | +24.7% | +0.5% |
| 1Y | +12.3% | -2.1% | +14.5% | +11.6% |
| 3Y | +132.3% | +43.4% | +88.9% | +117.6% |
| 5Y | +130.1% | +47.0% | +83.1% | +111.8% |
| 10Y | +134.4% | +97.2% | +37.2% | +102.1% |
| All | +6,566.9% | +440.4% | +6,126.5% | +4,411.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling