+4.4%
WY vs IONS
+92.6%
-88.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -3.7% | -4.3% | +0.6% | -3.0% |
| 30D | -11.3% | +0.4% | -11.7% | -11.4% |
| 3M | -8.1% | -24.1% | +16.0% | -4.9% |
| 6M | -7.4% | -26.4% | +19.0% | -3.8% |
| YTD | -4.7% | -29.7% | +25.0% | -0.4% |
| 1Y | -9.2% | -13.0% | +3.8% | -8.8% |
| 3Y | -24.7% | +35.0% | -59.7% | -33.2% |
| 5Y | -21.6% | +54.2% | -75.8% | -34.4% |
| All | +4.4% | +92.6% | -88.2% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling