+486.8%
IONS vs URA
-31.1%
+517.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -4.8% | +1.1% | -5.9% | -5.2% |
| 30D | +7.2% | +7.4% | -0.2% | +4.9% |
| 3M | -22.7% | -8.4% | -14.3% | -21.5% |
| 6M | -26.9% | -12.7% | -14.2% | -25.5% |
| YTD | -26.6% | +7.8% | -34.4% | -30.4% |
| 1Y | -2.1% | +19.5% | -21.6% | -11.7% |
| 3Y | +43.4% | +116.4% | -73.0% | +1.3% |
| 5Y | +47.0% | +134.3% | -87.3% | -4.2% |
| 10Y | +97.2% | +359.3% | -262.1% | -7.3% |
| All | +486.8% | -31.1% | +517.9% | +360.0% |
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