+30.7%
WOLF vs IONS
-11.1%
+41.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.2% | +2.7% |
| 7D | +9.8% | -5.3% | +15.1% | +11.6% |
| 30D | -12.1% | +0.3% | -12.4% | -12.5% |
| 3M | -47.9% | -22.9% | -25.0% | -49.0% |
| 6M | +74.3% | -23.4% | +97.7% | +71.9% |
| YTD | +65.9% | -28.3% | +94.2% | +72.6% |
| All | +30.7% | -11.1% | +41.7% | +7.9% |
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 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