+272.3%
UMAC vs IONS
-40.5%
+312.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.4% | -11.1% | -6.1% |
| 7D | -5.2% | -26.3% | +21.1% | +0.2% |
| 30D | -36.4% | -31.9% | -4.4% | -31.1% |
| 3M | -58.6% | -48.0% | -10.6% | -52.2% |
| 6M | -24.6% | -62.6% | +37.9% | -7.7% |
| YTD | -11.5% | -63.3% | +51.8% | +8.8% |
| 1Y | +16.9% | -58.4% | +75.3% | +39.2% |
| All | +272.3% | -40.5% | +312.8% | +280.0% |
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