+534.7%
WMT vs IONS
-36.2%
+570.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.6% |
| 7D | -1.2% | -29.6% | +28.4% | +0.7% |
| 30D | +12.4% | -35.6% | +47.9% | +15.1% |
| 3M | +9.0% | -51.7% | +60.7% | +13.6% |
| 6M | -3.0% | -64.0% | +61.0% | +2.6% |
| YTD | +14.0% | -65.5% | +79.5% | +20.8% |
| 1Y | +23.0% | -62.4% | +85.4% | +29.6% |
| 3Y | +135.1% | -41.1% | +176.2% | +136.8% |
| 5Y | +172.7% | -16.5% | +189.2% | +164.4% |
| All | +534.7% | -36.2% | +570.9% | +532.0% |
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