+4,497.6%
WM vs IONS
+440.4%
+4,057.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -0.3% | -4.8% | +4.5% | 0.0% |
| 30D | -2.4% | +7.2% | -9.6% | -2.9% |
| 3M | +0.4% | -22.7% | +23.1% | +2.0% |
| 6M | -9.5% | -26.9% | +17.4% | -7.8% |
| YTD | +0.5% | -26.6% | +27.1% | +2.3% |
| 1Y | -1.1% | -2.1% | +1.0% | -1.6% |
| 3Y | +46.0% | +43.4% | +2.6% | +39.0% |
| 5Y | +51.8% | +47.0% | +4.8% | +42.2% |
| 10Y | +307.5% | +97.2% | +210.3% | +260.6% |
| All | +4,497.6% | +440.4% | +4,057.3% | +2,707.1% |
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