-24.7%
WULF vs IONS
+50.3%
-75.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +4.6% |
| 7D | +1.4% | -6.7% | +8.1% | +3.8% |
| 30D | -2.6% | -4.1% | +1.5% | -1.7% |
| 3M | -34.0% | -26.6% | -7.4% | -28.8% |
| 6M | +10.0% | -27.5% | +37.5% | +19.3% |
| YTD | +45.7% | -31.5% | +77.2% | +61.2% |
| 1Y | +57.3% | -15.3% | +72.7% | +60.6% |
| 3Y | +878.9% | +31.3% | +847.7% | +706.4% |
| All | -24.7% | +50.3% | -75.0% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling