+901.8%
WULF vs IONS
+36.3%
+865.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.6% |
| 7D | +15.6% | -8.7% | +24.2% | +19.3% |
| 30D | +5.7% | -1.6% | +7.4% | +5.7% |
| 3M | -32.3% | -24.9% | -7.4% | -27.2% |
| 6M | +23.7% | -25.7% | +49.3% | +33.6% |
| YTD | +49.1% | -29.2% | +78.3% | +64.3% |
| 1Y | +66.3% | -13.0% | +79.3% | +67.0% |
| All | +901.8% | +36.3% | +865.5% | +742.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling