-24.2%
WU vs IONS
+294.6%
-318.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | +2.1% | -29.4% | +31.6% | +6.7% |
| 30D | +10.1% | -35.1% | +45.3% | +16.3% |
| 3M | -1.1% | -48.9% | +47.7% | +7.7% |
| 6M | -19.8% | -62.4% | +42.6% | -9.4% |
| YTD | -20.8% | -64.2% | +43.4% | -10.0% |
| 1Y | -15.1% | -60.9% | +45.8% | -4.9% |
| 3Y | -23.2% | -38.9% | +15.7% | -21.5% |
| 5Y | -42.6% | -15.6% | -27.0% | -45.6% |
| 10Y | -38.9% | -33.5% | -5.4% | -44.2% |
| All | -24.2% | +294.6% | -318.7% | -62.0% |
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 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