+103.9%
UL vs IONS
-29.6%
+133.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -1.7% | -29.4% | +27.7% | +0.7% |
| 30D | +4.5% | -35.1% | +39.6% | +7.7% |
| 3M | +5.5% | -48.9% | +54.3% | +10.7% |
| 6M | +17.0% | -62.4% | +79.4% | +25.4% |
| YTD | +3.2% | -64.2% | +67.4% | +11.0% |
| 1Y | -1.9% | -60.9% | +59.0% | +4.7% |
| 3Y | +33.6% | -38.9% | +72.4% | +35.1% |
| 5Y | +31.5% | -15.6% | +47.1% | +27.2% |
| 10Y | +103.9% | -33.5% | +137.4% | +98.9% |
| All | +103.9% | -29.6% | +133.6% | +98.9% |
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