-34.9%
AUR vs IONS
+56.1%
-91.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.5% |
| 7D | +19.2% | -5.3% | +24.5% | +21.3% |
| 30D | -7.8% | +0.3% | -8.1% | -8.4% |
| 3M | +4.0% | -22.9% | +26.9% | +10.4% |
| 6M | +45.0% | -23.4% | +68.4% | +54.6% |
| YTD | +69.5% | -28.3% | +97.8% | +85.7% |
| 1Y | +13.0% | -7.0% | +20.1% | +11.2% |
| 3Y | +90.4% | +37.6% | +52.7% | +47.8% |
| 5Y | -34.2% | +53.4% | -87.6% | -55.8% |
| All | -34.9% | +56.1% | -91.0% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling