-14.8%
IONS vs RRC
+36.3%
-51.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.0% |
| 7D | -9.4% | -10.8% | +1.4% | -8.2% |
| 30D | -10.7% | +22.3% | -33.1% | -13.2% |
| 3M | -27.7% | +26.6% | -54.3% | -30.0% |
| 6M | -48.7% | +18.9% | -67.6% | -50.1% |
| YTD | -50.2% | +39.2% | -89.4% | -52.9% |
| 1Y | -46.8% | +34.0% | -80.8% | -49.4% |
| 3Y | -14.8% | +42.0% | -56.9% | -12.5% |
| All | -14.8% | +36.3% | -51.1% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling