+1,841.8%
WULF vs IONS
+740.1%
+1,101.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.4% | +10.6% | +8.3% |
| 7D | +21.9% | -5.3% | +27.2% | +22.2% |
| 30D | +4.6% | +0.3% | +4.3% | +4.5% |
| 3M | -30.9% | -22.9% | -8.1% | -30.3% |
| 6M | +29.9% | -23.4% | +53.3% | +31.1% |
| YTD | +55.4% | -28.3% | +83.8% | +57.3% |
| 1Y | +94.1% | -7.0% | +101.2% | +94.3% |
| 3Y | +892.2% | +37.6% | +854.6% | +874.4% |
| 5Y | -26.7% | +53.4% | -80.1% | -28.5% |
| 10Y | +94.0% | +83.9% | +10.0% | +87.5% |
| All | +1,841.8% | +740.1% | +1,101.6% | +1,730.3% |
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