+97.0%
AUR vs IONS
+36.3%
+60.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.2% |
| 7D | +11.1% | -8.7% | +19.8% | +13.8% |
| 30D | -6.9% | -1.6% | -5.3% | -6.9% |
| 3M | +5.5% | -24.9% | +30.4% | +11.4% |
| 6M | +41.0% | -25.7% | +66.7% | +49.6% |
| YTD | +69.3% | -29.2% | +98.5% | +82.8% |
| 1Y | +14.0% | -13.0% | +27.0% | +14.9% |
| All | +97.0% | +36.3% | +60.7% | +63.0% |
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