-1.6%
RCAT vs IONS
-2.1%
+0.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.4% | -4.8% | +3.4% | -0.5% |
| 30D | -3.3% | +7.2% | -10.5% | -5.0% |
| 3M | -43.2% | -22.7% | -20.5% | -42.9% |
| 6M | -43.2% | -26.9% | -16.3% | -41.6% |
| YTD | +5.5% | -26.6% | +32.1% | +8.0% |
| 1Y | -1.6% | -2.1% | +0.5% | +2.7% |
| All | -1.6% | -2.1% | +0.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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