-19.0%
USAR vs IONS
-32.1%
+13.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +0.4% |
| 7D | -0.8% | -26.3% | +25.5% | +2.0% |
| 30D | -20.9% | -31.9% | +11.0% | -17.8% |
| 3M | -56.2% | -48.0% | -8.2% | -53.2% |
| 6M | -67.9% | -62.6% | -5.3% | -65.2% |
| YTD | -31.4% | -63.3% | +31.8% | -25.5% |
| 1Y | -45.1% | -58.4% | +13.3% | -40.3% |
| 3Y | -20.3% | -38.2% | +17.9% | -11.2% |
| All | -19.0% | -32.1% | +13.1% | -9.7% |
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