+101.1%
UAL vs IONS
-27.6%
+128.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.1% | +9.2% | +2.2% |
| 7D | +12.5% | -30.3% | +42.7% | +20.7% |
| 30D | +12.2% | -37.7% | +49.9% | +23.6% |
| 3M | -2.6% | -50.5% | +47.9% | +12.9% |
| 6M | +21.1% | -62.8% | +83.8% | +48.2% |
| YTD | +7.8% | -64.4% | +72.2% | +33.3% |
| 1Y | +25.4% | -59.5% | +84.9% | +50.1% |
| 3Y | +217.3% | -39.2% | +256.5% | +227.6% |
| 5Y | +132.9% | -15.3% | +148.2% | +115.3% |
| 10Y | +101.1% | -31.2% | +132.3% | +86.8% |
| All | +101.1% | -27.6% | +128.8% | +86.8% |
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