+243.6%
UMC vs IONS
+435.7%
-192.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +5.0% | -4.8% | +9.8% | +5.9% |
| 30D | +7.7% | +7.2% | +0.5% | +6.2% |
| 3M | +1.7% | -22.7% | +24.3% | +5.3% |
| 6M | +113.9% | -26.9% | +140.8% | +123.8% |
| YTD | +168.9% | -26.6% | +195.5% | +181.2% |
| 1Y | +207.2% | -2.1% | +209.3% | +204.1% |
| 3Y | +227.7% | +43.4% | +184.3% | +191.5% |
| 5Y | +118.0% | +47.0% | +71.1% | +88.6% |
| 10Y | +1,682.1% | +97.2% | +1,584.9% | +1,215.3% |
| All | +243.6% | +435.7% | -192.1% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling