+6,060.4%
WMT vs IONS
+163.5%
+5,896.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -2.7% | -29.4% | +26.7% | -1.0% |
| 30D | +11.1% | -35.1% | +46.3% | +13.6% |
| 3M | +11.2% | -48.9% | +60.1% | +15.1% |
| 6M | -1.3% | -62.4% | +61.1% | +3.7% |
| YTD | +13.5% | -64.2% | +77.7% | +19.5% |
| 1Y | +22.5% | -60.9% | +83.4% | +28.2% |
| 3Y | +134.1% | -38.9% | +173.0% | +136.4% |
| 5Y | +170.3% | -15.6% | +185.8% | +165.0% |
| 10Y | +525.5% | -33.5% | +558.9% | +506.2% |
| All | +6,060.4% | +163.5% | +5,896.9% | +4,365.5% |
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 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