+31.9%
UL vs IONS
-11.1%
+43.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -21.4% | +22.3% | +2.4% |
| 7D | +0.3% | -24.8% | +25.1% | +2.1% |
| 30D | +7.0% | -31.5% | +38.5% | +9.6% |
| 3M | +5.8% | -45.2% | +51.0% | +10.2% |
| 6M | +16.1% | -59.1% | +75.2% | +23.3% |
| YTD | +4.5% | -60.8% | +65.3% | +11.3% |
| 1Y | -1.3% | -57.9% | +56.6% | +4.4% |
| 3Y | +35.0% | -34.5% | +69.4% | +35.6% |
| 5Y | +31.9% | -8.8% | +40.7% | +23.5% |
| All | +31.9% | -11.1% | +43.1% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling