-44.9%
IONS vs RRC
+44.7%
-89.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | -0.4% |
| 7D | -10.6% | -6.8% | -3.8% | -10.1% |
| 30D | -7.7% | +34.7% | -42.4% | -9.8% |
| 3M | -27.1% | +31.5% | -58.6% | -28.4% |
| 6M | -46.8% | +21.8% | -68.6% | -48.2% |
| YTD | -49.2% | +48.9% | -98.1% | -52.3% |
| 1Y | -44.9% | +42.1% | -87.0% | -47.7% |
| All | -44.9% | +44.7% | -89.6% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling