+22.7%
USB vs IONS
+13.2%
+9.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.7% |
| 7D | -1.5% | -12.6% | +11.1% | +0.2% |
| 30D | +4.3% | -11.8% | +16.1% | +5.8% |
| 3M | -6.1% | -28.4% | +22.3% | -2.4% |
| 6M | +9.4% | -48.4% | +57.8% | +17.5% |
| YTD | +15.2% | -51.0% | +66.1% | +24.3% |
| 1Y | +32.8% | -48.0% | +80.8% | +42.0% |
| 3Y | +91.3% | -17.8% | +109.1% | +84.3% |
| 5Y | +22.7% | +15.2% | +7.5% | +14.8% |
| All | +22.7% | +13.2% | +9.5% | +14.8% |
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