+330.3%
WM vs IONS
-32.1%
+362.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -0.5% |
| 7D | +3.2% | -26.3% | +29.5% | +5.1% |
| 30D | +13.0% | -31.9% | +45.0% | +15.7% |
| 3M | +9.2% | -48.0% | +57.2% | +13.9% |
| 6M | +13.6% | -62.6% | +76.2% | +20.9% |
| YTD | +12.4% | -63.3% | +75.7% | +19.6% |
| 1Y | +21.2% | -58.4% | +79.6% | +27.7% |
| 3Y | +48.7% | -38.2% | +86.9% | +49.6% |
| 5Y | +61.9% | -11.1% | +73.0% | +54.4% |
| All | +330.3% | -32.1% | +362.4% | +321.5% |
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