+75.4%
USAR vs IONS
+32.6%
+42.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +2.3% | -5.3% | +7.6% | +2.8% |
| 30D | -8.6% | +0.3% | -8.9% | -8.6% |
| 3M | -20.5% | -22.9% | +2.4% | -19.7% |
| 6M | +1.2% | -23.4% | +24.6% | +2.4% |
| YTD | +48.4% | -28.3% | +76.7% | +51.1% |
| 1Y | +30.6% | -7.0% | +37.7% | +33.4% |
| 3Y | +73.6% | +37.6% | +36.0% | +81.3% |
| All | +75.4% | +32.6% | +42.8% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling