+83.9%
IONS vs RRC
+7.9%
+76.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -5.3% | -1.2% | -4.1% | -5.2% |
| 30D | +0.3% | +9.4% | -9.2% | -0.8% |
| 3M | -22.9% | +7.4% | -30.3% | -23.6% |
| 6M | -23.4% | +1.5% | -24.9% | -23.7% |
| YTD | -28.3% | +19.4% | -47.7% | -30.1% |
| 1Y | -7.0% | +24.2% | -31.3% | -9.9% |
| 3Y | +37.6% | +32.8% | +4.8% | +31.0% |
| 5Y | +53.4% | +152.9% | -99.5% | +31.2% |
| 10Y | +83.9% | +3.9% | +80.1% | +70.2% |
| All | +83.9% | +7.9% | +76.0% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling