+757.4%
UMAC vs IONS
+16.0%
+741.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.4% | +11.7% | +9.9% |
| 7D | +14.7% | -5.3% | +20.0% | +16.1% |
| 30D | -0.5% | +0.3% | -0.8% | -0.8% |
| 3M | +0.5% | -22.9% | +23.4% | +4.3% |
| 6M | +57.9% | -23.4% | +81.3% | +63.9% |
| YTD | +103.9% | -28.3% | +132.2% | +115.5% |
| 1Y | +159.3% | -7.0% | +166.3% | +155.2% |
| All | +757.4% | +16.0% | +741.4% | +652.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling