-11.4%
IONS vs RRC
+134.0%
-145.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.7% | +6.3% |
| 7D | -26.3% | +6.4% | -32.7% | -26.9% |
| 30D | -31.9% | +23.9% | -55.8% | -33.9% |
| 3M | -48.0% | +30.2% | -78.2% | -49.8% |
| 6M | -62.6% | +26.3% | -88.8% | -63.8% |
| YTD | -63.3% | +48.1% | -111.3% | -65.3% |
| 1Y | -58.4% | +37.7% | -96.1% | -60.4% |
| 3Y | -38.2% | +60.3% | -98.5% | -42.9% |
| All | -11.4% | +134.0% | -145.3% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling