-43.7%
RIG vs IONS
+315.1%
-358.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.4% | -2.3% | +3.4% |
| 7D | +5.7% | -26.3% | +32.0% | +9.2% |
| 30D | -0.7% | -31.9% | +31.2% | +3.5% |
| 3M | -3.1% | -48.0% | +44.8% | +4.0% |
| 6M | -16.3% | -62.6% | +46.2% | -7.3% |
| YTD | +34.1% | -63.3% | +97.4% | +48.8% |
| 1Y | +38.2% | -58.4% | +96.5% | +51.0% |
| 3Y | -15.3% | -38.2% | +22.9% | -13.3% |
| 5Y | +62.5% | -11.1% | +73.6% | +57.6% |
| 10Y | -46.6% | -31.7% | -14.8% | -48.1% |
| All | -43.7% | +315.1% | -358.8% | -64.5% |
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