+22.7%
IONS vs URA
+278.3%
-255.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +0.5% |
| 7D | -9.4% | -4.1% | -5.3% | -8.5% |
| 30D | -10.7% | -19.0% | +8.3% | -6.1% |
| 3M | -27.7% | -25.1% | -2.5% | -22.6% |
| 6M | -48.7% | -44.5% | -4.2% | -41.5% |
| YTD | -50.2% | -24.3% | -25.9% | -48.2% |
| 1Y | -46.8% | -28.1% | -18.7% | -44.2% |
| 3Y | -14.8% | +40.7% | -55.5% | -29.9% |
| 5Y | +17.0% | +35.5% | -18.5% | -6.4% |
| All | +22.7% | +278.3% | -255.5% | -23.5% |
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