+145.3%
UMC vs IONS
+52.5%
+92.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.2% |
| 7D | +13.6% | -8.7% | +22.3% | +15.3% |
| 30D | +20.8% | -1.6% | +22.4% | +20.9% |
| 3M | +16.1% | -24.9% | +41.0% | +20.4% |
| 6M | +137.3% | -25.7% | +163.0% | +146.3% |
| YTD | +193.8% | -29.2% | +222.9% | +207.8% |
| 1Y | +236.1% | -13.0% | +249.1% | +239.2% |
| 3Y | +267.1% | +35.9% | +231.2% | +227.3% |
| 5Y | +145.3% | +54.5% | +90.8% | +111.0% |
| All | +145.3% | +52.5% | +92.8% | +111.0% |
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