+128.8%
AUR vs IONS
-36.9%
+165.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.6% | -4.9% |
| 7D | -4.5% | -26.3% | +21.7% | +2.1% |
| 30D | -16.6% | -31.9% | +15.3% | -8.5% |
| 3M | -38.5% | -48.0% | +9.5% | -27.7% |
| 6M | -49.9% | -62.6% | +12.7% | -36.5% |
| YTD | +9.6% | -63.3% | +72.9% | +40.4% |
| 1Y | +1.2% | -58.4% | +59.6% | +24.2% |
| 3Y | +128.8% | -38.2% | +167.0% | +121.5% |
| All | +128.8% | -36.9% | +165.7% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling