+186.2%
IONS vs URA
-49.7%
+235.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | -29.4% | +2.9% | -32.3% | -30.3% |
| 30D | -35.1% | -10.8% | -24.3% | -33.3% |
| 3M | -48.9% | -25.5% | -23.4% | -44.8% |
| 6M | -62.4% | -41.2% | -21.2% | -57.1% |
| YTD | -64.2% | -21.3% | -42.9% | -63.1% |
| 1Y | -60.9% | -25.7% | -35.2% | -59.2% |
| 3Y | -38.9% | +43.1% | -81.9% | -51.2% |
| 5Y | -15.6% | +35.6% | -51.2% | -34.0% |
| 10Y | -33.5% | +281.3% | -314.8% | -67.6% |
| All | +186.2% | -49.7% | +235.8% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling