-18.8%
RIG vs IONS
-38.5%
+19.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | -2.6% | -29.4% | +26.9% | +1.7% |
| 30D | -5.2% | -35.1% | +29.9% | +0.1% |
| 3M | -8.6% | -48.9% | +40.3% | -0.7% |
| 6M | -18.9% | -62.4% | +43.5% | -8.7% |
| YTD | +28.6% | -64.2% | +92.8% | +45.8% |
| 1Y | +25.5% | -60.9% | +86.4% | +40.3% |
| All | -18.8% | -38.5% | +19.6% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling