-34.5%
UPS vs IONS
+53.9%
-88.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | -3.4% | -4.3% | +0.9% | -3.0% |
| 30D | -2.7% | +0.4% | -3.2% | -2.8% |
| 3M | -1.6% | -24.1% | +22.5% | +0.2% |
| 6M | +2.3% | -26.4% | +28.8% | +4.5% |
| YTD | +5.6% | -29.7% | +35.2% | +8.2% |
| 1Y | +27.1% | -13.0% | +40.1% | +27.9% |
| 3Y | -26.3% | +35.0% | -61.3% | -30.2% |
| 5Y | -34.5% | +54.2% | -88.7% | -39.8% |
| All | -34.5% | +53.9% | -88.4% | -39.8% |
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 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