-21.9%
WU vs IONS
+709.1%
-730.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.8% | -4.8% | +4.0% | -0.1% |
| 30D | -1.1% | +7.2% | -8.3% | -2.2% |
| 3M | -3.9% | -22.7% | +18.8% | -1.1% |
| 6M | -20.7% | -26.9% | +6.2% | -17.8% |
| YTD | -18.4% | -26.6% | +8.2% | -15.6% |
| 1Y | -8.1% | -2.1% | -5.9% | -9.0% |
| 3Y | -24.2% | +43.4% | -67.6% | -31.1% |
| 5Y | -50.4% | +47.0% | -97.4% | -56.3% |
| 10Y | -40.0% | +97.2% | -137.2% | -53.6% |
| All | -21.9% | +709.1% | -730.9% | -64.4% |
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