+21.4%
UL vs IONS
+51.6%
-30.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.8% |
| 7D | -1.3% | -5.3% | +4.0% | -0.9% |
| 30D | +0.9% | +0.3% | +0.7% | +0.9% |
| 3M | +14.2% | -22.9% | +37.1% | +16.1% |
| 6M | -3.2% | -23.4% | +20.2% | -1.6% |
| YTD | -0.3% | -28.3% | +28.0% | +1.8% |
| 1Y | -8.8% | -7.0% | -1.7% | -8.8% |
| 3Y | +23.9% | +37.6% | -13.7% | +17.6% |
| 5Y | +21.4% | +53.4% | -32.0% | +9.0% |
| All | +21.4% | +51.6% | -30.2% | +9.0% |
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 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