+13.0%
IONS vs URA
+33.4%
-20.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +0.6% |
| 7D | -9.4% | -4.1% | -5.3% | -8.6% |
| 30D | -10.7% | -19.0% | +8.3% | -6.5% |
| 3M | -27.7% | -25.1% | -2.5% | -23.0% |
| 6M | -48.7% | -44.5% | -4.2% | -42.1% |
| YTD | -50.2% | -24.3% | -25.9% | -48.4% |
| 1Y | -46.8% | -28.1% | -18.7% | -44.5% |
| 3Y | -14.8% | +40.7% | -55.5% | -31.3% |
| All | +13.0% | +33.4% | -20.4% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling