+619.2%
RIO vs IONS
+84.6%
+534.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +1.0% | -8.7% | +9.6% | +2.1% |
| 30D | +4.0% | -1.6% | +5.6% | +4.2% |
| 3M | +4.5% | -24.9% | +29.4% | +7.5% |
| 6M | +17.3% | -25.7% | +43.0% | +20.8% |
| YTD | +36.2% | -29.2% | +65.4% | +41.0% |
| 1Y | +76.1% | -13.0% | +89.2% | +77.2% |
| 3Y | +102.5% | +35.9% | +66.6% | +85.8% |
| 5Y | +103.5% | +54.5% | +49.0% | +77.9% |
| 10Y | +619.2% | +93.1% | +526.1% | +467.4% |
| All | +619.2% | +84.6% | +534.6% | +467.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling