-42.5%
IONS vs URA
+272.2%
-314.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | -2.7% |
| 7D | -29.6% | +4.5% | -34.1% | -30.6% |
| 30D | -35.6% | -13.4% | -22.1% | -33.5% |
| 3M | -51.7% | -28.4% | -23.3% | -47.9% |
| 6M | -64.0% | -40.5% | -23.5% | -59.7% |
| YTD | -65.5% | -24.3% | -41.2% | -64.2% |
| 1Y | -62.4% | -28.8% | -33.6% | -60.6% |
| 3Y | -41.1% | +37.6% | -78.7% | -51.5% |
| 5Y | -16.5% | +30.7% | -47.1% | -32.8% |
| All | -42.5% | +272.2% | -314.7% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling