+1,272.7%
UMC vs IONS
-32.1%
+1,304.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.4% | -8.7% | -3.2% |
| 7D | +11.2% | -26.3% | +37.5% | +15.3% |
| 30D | -28.0% | -31.9% | +3.9% | -24.4% |
| 3M | -20.5% | -48.0% | +27.4% | -13.3% |
| 6M | -1.6% | -62.6% | +61.0% | +11.9% |
| YTD | +99.4% | -63.3% | +162.6% | +127.4% |
| 1Y | +120.4% | -58.4% | +178.8% | +146.5% |
| 3Y | +134.2% | -38.2% | +172.5% | +139.9% |
| 5Y | +78.8% | -11.1% | +89.9% | +70.1% |
| All | +1,272.7% | -32.1% | +1,304.9% | +1,238.8% |
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 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