+263.0%
UMC vs IONS
+36.3%
+226.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.1% |
| 7D | +13.6% | -8.7% | +22.3% | +14.8% |
| 30D | +20.8% | -1.6% | +22.4% | +20.9% |
| 3M | +16.1% | -24.9% | +41.0% | +19.0% |
| 6M | +137.3% | -25.7% | +163.0% | +143.3% |
| YTD | +193.8% | -29.2% | +222.9% | +203.4% |
| 1Y | +236.1% | -13.0% | +249.1% | +239.0% |
| All | +263.0% | +36.3% | +226.7% | +243.6% |
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