+125.6%
ULTA vs IONS
+87.6%
+37.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +2.6% |
| 7D | -3.1% | -6.7% | +3.6% | -1.8% |
| 30D | +2.8% | -4.1% | +6.9% | +3.5% |
| 3M | +14.8% | -26.6% | +41.3% | +20.1% |
| 6M | -16.2% | -27.5% | +11.3% | -12.2% |
| YTD | -9.6% | -31.5% | +21.9% | -4.4% |
| 1Y | +4.8% | -15.3% | +20.1% | +6.2% |
| 3Y | +30.7% | +31.3% | -0.6% | +18.0% |
| 5Y | +45.9% | +50.2% | -4.3% | +23.9% |
| All | +125.6% | +87.6% | +37.9% | +89.5% |
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 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