-100.0%
RCAT vs IONS
+213.0%
-313.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.4% | -4.8% | +3.4% | -0.7% |
| 30D | -3.3% | +7.2% | -10.5% | -4.6% |
| 3M | -43.2% | -22.7% | -20.5% | -41.3% |
| 6M | -43.2% | -26.9% | -16.3% | -40.9% |
| YTD | +5.5% | -26.6% | +32.1% | +9.7% |
| 1Y | -1.6% | -2.1% | +0.5% | -2.5% |
| 3Y | +773.7% | +43.4% | +730.3% | +694.5% |
| 5Y | +187.6% | +47.0% | +140.6% | +155.1% |
| 10Y | -98.5% | +97.2% | -195.6% | -98.7% |
| All | -100.0% | +213.0% | -313.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling