+59.7%
WM vs IONS
+17.1%
+42.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.1% |
| 7D | +1.2% | -9.4% | +10.6% | +1.5% |
| 30D | +13.1% | -10.7% | +23.8% | +13.4% |
| 3M | +3.6% | -27.7% | +31.3% | +4.4% |
| 6M | +8.1% | -48.7% | +56.8% | +9.9% |
| YTD | +8.9% | -50.2% | +59.1% | +10.8% |
| 1Y | +20.3% | -46.8% | +67.1% | +22.2% |
| 3Y | +46.2% | -14.8% | +61.0% | +45.1% |
| All | +59.7% | +17.1% | +42.6% | +59.9% |
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 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