+702.6%
UMAC vs IONS
+14.6%
+688.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -6.1% |
| 7D | +3.3% | -8.7% | +11.9% | +5.5% |
| 30D | -10.4% | -1.6% | -8.8% | -10.2% |
| 3M | +1.8% | -24.9% | +26.6% | +6.4% |
| 6M | +40.7% | -25.7% | +66.4% | +47.2% |
| YTD | +90.9% | -29.2% | +120.1% | +102.4% |
| 1Y | +151.8% | -13.0% | +164.8% | +152.6% |
| All | +702.6% | +14.6% | +688.0% | +606.8% |
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