+259.5%
UPS vs IONS
+125.5%
+134.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -1.6% | -29.4% | +27.8% | +0.9% |
| 30D | +17.9% | -35.1% | +53.1% | +21.7% |
| 3M | +9.4% | -48.9% | +58.3% | +15.0% |
| 6M | +16.2% | -62.4% | +78.6% | +24.7% |
| YTD | +18.8% | -64.2% | +82.9% | +27.9% |
| 1Y | +26.1% | -60.9% | +87.0% | +34.8% |
| 3Y | -4.5% | -38.9% | +34.4% | -3.0% |
| 5Y | -33.2% | -15.6% | -17.6% | -34.8% |
| 10Y | +44.3% | -33.5% | +77.8% | +39.1% |
| All | +259.5% | +125.5% | +134.0% | +161.0% |
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 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