-59.5%
IONS vs RRC
+34.7%
-94.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.8% | -13.9% | -9.3% |
| 7D | -30.3% | -5.2% | -25.1% | -29.9% |
| 30D | -37.7% | +25.2% | -63.0% | -38.7% |
| 3M | -50.5% | +27.4% | -77.9% | -51.2% |
| 6M | -62.8% | +27.0% | -89.8% | -63.7% |
| YTD | -64.4% | +46.3% | -110.6% | -66.5% |
| 1Y | -59.5% | +37.1% | -96.6% | -61.0% |
| All | -59.5% | +34.7% | -94.2% | -61.0% |
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