+67.7%
UL vs IONS
+84.6%
-16.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.6% |
| 7D | -3.2% | -8.7% | +5.4% | -2.6% |
| 30D | -0.6% | -1.6% | +1.0% | -0.5% |
| 3M | +9.4% | -24.9% | +34.3% | +11.5% |
| 6M | -4.1% | -25.7% | +21.5% | -2.3% |
| YTD | -2.0% | -29.2% | +27.2% | +0.2% |
| 1Y | -9.0% | -13.0% | +4.0% | -8.5% |
| 3Y | +21.8% | +35.9% | -14.1% | +16.1% |
| 5Y | +20.6% | +54.5% | -33.9% | +12.2% |
| 10Y | +67.7% | +93.1% | -25.4% | +55.0% |
| All | +67.7% | +84.6% | -16.9% | +55.0% |
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