+83.6%
USB vs IONS
-29.6%
+113.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.5% | -29.4% | +28.9% | +3.9% |
| 30D | +5.7% | -35.1% | +40.8% | +11.8% |
| 3M | -4.7% | -48.9% | +44.2% | +4.1% |
| 6M | +13.4% | -62.4% | +75.8% | +28.5% |
| YTD | +17.0% | -64.2% | +81.2% | +33.3% |
| 1Y | +32.4% | -60.9% | +93.3% | +48.6% |
| 3Y | +101.7% | -38.9% | +140.6% | +104.2% |
| 5Y | +24.4% | -15.6% | +40.0% | +16.5% |
| 10Y | +83.6% | -33.5% | +117.0% | +76.3% |
| All | +83.6% | -29.6% | +113.2% | +76.3% |
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