+254.7%
UPS vs IONS
+146.8%
+108.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -21.4% | +23.8% | +4.2% |
| 7D | +1.1% | -24.8% | +26.0% | +3.2% |
| 30D | +17.3% | -31.5% | +48.9% | +20.6% |
| 3M | +7.9% | -45.2% | +53.1% | +12.8% |
| 6M | +13.7% | -59.1% | +72.8% | +21.3% |
| YTD | +17.2% | -60.8% | +78.0% | +25.3% |
| 1Y | +23.2% | -57.9% | +81.1% | +31.0% |
| 3Y | -5.9% | -34.5% | +28.6% | -4.9% |
| 5Y | -33.1% | -8.8% | -24.2% | -35.1% |
| 10Y | +44.3% | -19.2% | +63.6% | +37.1% |
| All | +254.7% | +146.8% | +108.0% | +155.8% |
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 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