+41.2%
USB vs IONS
+47.7%
-6.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.4% | -4.8% | +6.3% | +2.0% |
| 30D | -1.3% | +7.2% | -8.5% | -2.2% |
| 3M | +15.2% | -22.7% | +37.9% | +17.9% |
| 6M | +18.8% | -26.9% | +45.7% | +22.4% |
| YTD | +21.0% | -26.6% | +47.6% | +24.4% |
| 1Y | +34.0% | -2.1% | +36.1% | +32.1% |
| 3Y | +95.3% | +43.4% | +51.9% | +76.1% |
| All | +41.2% | +47.7% | -6.6% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling