-38.8%
IONS vs URA
+266.3%
-305.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.6% | +8.0% | +6.8% |
| 7D | -26.3% | -1.5% | -24.7% | -26.3% |
| 30D | -31.9% | -10.4% | -21.5% | -30.4% |
| 3M | -48.0% | -29.6% | -18.4% | -43.7% |
| 6M | -62.6% | -40.3% | -22.3% | -58.2% |
| YTD | -63.3% | -25.5% | -37.8% | -61.8% |
| 1Y | -58.4% | -26.4% | -32.0% | -56.7% |
| 3Y | -38.2% | +31.4% | -69.7% | -48.4% |
| 5Y | -11.1% | +28.6% | -39.7% | -28.3% |
| All | -38.8% | +266.3% | -305.1% | -69.2% |
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