-39.2%
IONS vs URA
+41.9%
-81.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.5% | -5.6% | -8.6% |
| 7D | -30.3% | +0.3% | -30.6% | -30.4% |
| 30D | -37.7% | -14.8% | -23.0% | -36.5% |
| 3M | -50.5% | -25.3% | -25.2% | -48.7% |
| 6M | -62.8% | -39.9% | -22.8% | -60.5% |
| YTD | -64.4% | -22.4% | -41.9% | -63.6% |
| 1Y | -59.5% | -29.0% | -30.5% | -58.2% |
| 3Y | -39.2% | +41.0% | -80.2% | -46.5% |
| All | -39.2% | +41.9% | -81.1% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling