-40.1%
WU vs IONS
-36.2%
-3.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.8% |
| 7D | -5.3% | -29.6% | +24.3% | -2.1% |
| 30D | +9.0% | -35.6% | +44.6% | +13.6% |
| 3M | -3.6% | -51.7% | +48.1% | +3.6% |
| 6M | -19.4% | -64.0% | +44.6% | -11.2% |
| YTD | -21.7% | -65.5% | +43.8% | -13.5% |
| 1Y | -16.1% | -62.4% | +46.3% | -8.3% |
| 3Y | -24.1% | -41.1% | +17.0% | -23.0% |
| 5Y | -44.1% | -16.5% | -27.7% | -46.5% |
| All | -40.1% | -36.2% | -3.9% | -41.7% |
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