+1,798.0%
UMC vs IONS
+92.6%
+1,705.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | +11.4% | -4.3% | +15.6% | +12.0% |
| 30D | +16.8% | +0.4% | +16.4% | +16.6% |
| 3M | +19.1% | -24.1% | +43.2% | +22.6% |
| 6M | +137.4% | -26.4% | +163.9% | +145.6% |
| YTD | +186.4% | -29.7% | +216.0% | +198.3% |
| 1Y | +229.1% | -13.0% | +242.1% | +232.2% |
| 3Y | +257.9% | +35.0% | +222.8% | +229.6% |
| 5Y | +137.5% | +54.2% | +83.3% | +111.4% |
| All | +1,798.0% | +92.6% | +1,705.3% | +1,581.5% |
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