+49.3%
WM vs IONS
-17.7%
+67.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.5% | +1.2% |
| 7D | +4.5% | -12.6% | +17.1% | +4.8% |
| 30D | +16.1% | -11.8% | +27.9% | +16.3% |
| 3M | +8.0% | -28.4% | +36.4% | +8.8% |
| 6M | +8.4% | -48.4% | +56.9% | +10.0% |
| YTD | +11.2% | -51.0% | +62.2% | +12.9% |
| 1Y | +22.3% | -48.0% | +70.4% | +24.0% |
| All | +49.3% | -17.7% | +67.0% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling