+480.9%
IONS vs RRC
+1,853.3%
-1,372.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -4.8% | +1.3% | -6.2% | -5.0% |
| 30D | +7.2% | +10.1% | -2.9% | +6.0% |
| 3M | -22.7% | +4.0% | -26.7% | -23.1% |
| 6M | -26.9% | +1.6% | -28.5% | -27.2% |
| YTD | -26.6% | +19.7% | -46.3% | -28.3% |
| 1Y | -2.1% | +21.4% | -23.5% | -4.8% |
| 3Y | +43.4% | +29.7% | +13.8% | +37.0% |
| 5Y | +47.0% | +153.9% | -106.9% | +25.8% |
| 10Y | +97.2% | +10.8% | +86.4% | +66.4% |
| All | +480.9% | +1,853.3% | -1,372.4% | +324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling