-39.3%
WU vs IONS
-32.1%
-7.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.1% | +0.7% |
| 7D | -2.0% | -26.3% | +24.2% | +0.8% |
| 30D | +11.4% | -31.9% | +43.3% | +15.5% |
| 3M | -6.8% | -48.0% | +41.2% | -0.7% |
| 6M | -14.6% | -62.6% | +47.9% | -6.3% |
| YTD | -20.6% | -63.3% | +42.6% | -12.9% |
| 1Y | -15.4% | -58.4% | +43.0% | -8.4% |
| 3Y | -23.6% | -38.2% | +14.6% | -22.9% |
| 5Y | -43.4% | -11.1% | -32.3% | -46.2% |
| All | -39.3% | -32.1% | -7.2% | -41.3% |
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